I zero my 357s with the load that I use most. I shoot several different loads, but they shoot pretty close so I don't re- zero when I change loads. What I do do is tweek my zero. I start by zeroing from a bench, but as I shoot many rounds on paper offhand, the group looks like a shotgun pattern. But if you had sights on a shotgun you could zero it, right, by eyeballing the target and deciding where the center of the group is.
When I was qualifying for LE I started noticing that there were more shots on one side of the center than the other, so I would put a click or two change on the sight. After a few times doing that I had the pattern pretty well centered. I have never done it but I suppose if I went back to shooting from the bench my zero might be off a little bit, but you can bet I'm not going to change my sights based on that. I don't carry a bench around with me.