Welcome Timelord...
I find that there`s quiet alot of difference in different manufactures products as to 1.25" accessories, some with more tolerances than others. Some so sloppy that a few turns of the old sticky tape makes a fine fit!! I think you will find the same with collimating tools as well.
The only way is when you are happy with you collimation using your cheshire or laser I would give it a good star test at a medium/high power and carefully check that the diffraction rings are even all the way around in focus and either side of focus, seeing permitted. Make sure your star is dead centre but...
cheers