It is always best to zero using the highest magnification you can. This gives you the biggest view of your target and impact point. All scopes your zero will remain constant at all magnifications, where it gets tricky is with hold over or hold under. Most likely you have a Second plane focal scope( reticle remains same size at all magnifications). This will change your MILDOT values based on what your magnification is minus center zero which remains the same. You can use a BDC program like Hawke's chairgun for this purpose. Another type is first focal plane( usually a lot more expensive), which reticle is forward of magnification lenses so it changes size with magnification. With this type MILDOT's remain the same at all ranges, but still need BDC program to initially get values. I know this is just a quick explanation and not to in-depth.
Hope this helps, Dave