Its ok to start at 10 yards, thats looking good mate - Rome weren't built in a day, after all. This is the first step along the way to zero'ing the scope to rifle.
The way I have always done it is to start (as you have) at 10 yards - got the scope spot on for that and then start over again at say, 15 yards. once zero'ed, increase distance from target by 5 yard increments and each time just re-adjust the turrets to get you to the stage where the pellet impact is spot bollock on to the cross hair centre - time after time. As a rule, i zero at 35 yards - I find this (for me) to be a happy