I just got the cheap Pinty one off of Amazon. Only used it once, but have to say I was surprised at how well it worked.
What I did was first put the thing in an air rifle I had zeroed at 30ft, marking top on the laser housing, and calibrated/adjusted the laser until it matched where the scope said it should be. I then transferred it over to the rifle with the new red dot, orientated it the same way with the top marking, and zeroed it to the laser. Testing it at the range it was perfect at 30ft.
Having only done this once, can't say if it was dumb luck or not, but I just did the same thing with the new Ruger 10/22 to High Tower 90/22 conversion, and will see how it goes this weekend.