For a competition setup I have always zeroed at 17 yards. I found for IPSC matches that gave me the best combo of still being on target at longer range and not having to worry about parallax on close tight partial targets with possible penalties. Zero it bang on where you want it to impact, to make this easier while zeroing turn the brightness of the dot way down so you can see "through" the actual dot for accuracy.
Also remember with a dot you want to be target focused not looking though the glass, your brain will make the dot appear on the target if you are truly target focused. Best way to test this is to tape over the glass of the dot on the muzzle side of the optic and then present the gun to the target. If you do not have a dot on the target you are likely looking through the glass instead of focusing on the target.