shoot 3-5 shots BEFORE and in between making any adjustment on the scope. If your ammo is crappy, or the gun is moving around because of a bad rest or a lack of a rest or shooter error or whatever, or there is whatever problem causing the gun to not be able to group well, then you will be chasing bullet holes forever with your scope adjustments if you only shoot one round and adjust.
make sure all hardware is snugged. do not overtighten. use blue loctite. boresighters from walmart are awesome but the lasers are hard to see in broad daylight. easy solution: boresight at night, then fire on paper the next day. remember the shooting fundamentals. trigger control, breathing control, etc. consistency is key! put the gun in the same spot in the rest, grip with the same pressure, cheek in the same spot, trigger in same spot on your finger, etc. do everything EXACTLY the same for EVERY shot.
if you're still having a hard time getting zeroed, then shoot a group with iron sights or a borrowed scope. don't worry about making adjustments as long as you're on the paper. it doesn't matter where the group is, it just matters how tight it is. you can make adjustments later to move future groups to where you want them. if the groups are terrible with scope and good with irons, then you have a bad scope or something wrong with the way it's mounted. if groups both ways are terrible, then you have a problem with your ammo, the gun itself, or your technique. if the groups are better with the scope than the irons, but they're still terrible, then you really need to work on your technique. at 40 yards, you should be putting 5 shots into one ragged hole. or very close to it.