I found this to be intersting reading. So I gave it a try.http://www.seymourduncan.com/support/choosing-installing/tech-tips/saddle_up_your/
I was all set to buy the Wilkinson in-line bevel-compensated saddles for my new partscaster project, but wanted to try JD's suggestions first since the new bridge I bought is a fender non-compensated. I figured, why not use what you've got, then replace with something else if that doesn't work out?
Turns out this works very nicely, if you set it up right. I've always either bent the screw, or bought the angle-tapped kind.