The problem isn't the zero. Shoot the gun from a bench, rested on a bag. Put a black paster on the target so that you have a clear point of aim. Aim at that paster. DO NOT CHANGE YOUR POINT OF AIM IF THE SHOTS DON'T HIT THE PASTER. Do this at a close range, say 10 yards. You should be able to get a good group, even though the group might not be centered on the paster.
If you don't get a good group, the possibilities are:
- Your red dot is broken.
- Your red dot isn't properly mounted.
- Your marksmanship is the problem.