From what it sounds like, ( "They're consistent on where they hit." ) you're groups may be just fine. You may just be experiencing POI shift. That's what the post reads like anyway.
If you sight the rifle in with one pellet, then switch to another and the POI will shift to a different spot but the pellets will still Group Together consistently. That's just simple Point of Impact Shift and you should adjust your scope accordingly.
If that's the case, then just sight the rifle in with the pellets you wanna use and call it done.
I'd get a pellet sampler and start shooting to see which pellets it likes best and/or keeps to the same (or close) POI and stick with those. That way there's less headach with having to sight the rifle in every time you wanna change ammo brands or shape.