When I sight in a new set of sights on a muzzleloader, I have found over the years that Sam Fadala's recommendation of zeroing it in at 13 yards to be very useful. I shoot at small black dot or square from a magic marker and hold dead on, then adjust until all holes are in the tiny target.
If all goes well, you have a ragged hole with the windage and elevation perfect. Move to 25 and they will all be inside a standard small NMLRA bullseye. If you have tall sights the group might be slightly higher but the windage is usually dead on...............If I remember correctly Mark Baker uses this same principle................Bob