Hey Roger
These Schaublin Crossslides have a retractable stop for setting the compound exactly parallel to the rotational axis.
So you could say there is a trick for setting them.
If you look at the last picture of the lathes.co.uk page, you will notice this small knurled knob right to the handle of the cross-axis. This is a retractable pin (which can be adjused by rotating it - there is an excentric on the tip of it).
The compound slide has god a dovel pin which protrudes into the t-slot of its clamping screws. So if you want to set the compound parallel to the lathe axis, you just release the index pin (the picutre shows the released position) and rotate the compound until it stops at the index pin.
I can show you how that works in "real" , I have got a schaublin cross-slide with that feature.
Now for other lathes, you could make yourself a setting tool which clamps on top of the compound slide and then move the cross slide in until your tool touches a test bar. A bit like the tramming tool for the milling machine. (but its sufficient to use two set screws instead of the two dial indicators)
Florian