I'm going to preface this with one thing: I use my Super Jolly to grind for Aeropress coffee right now, because I don't have an espresso machine. I can't tell you exactly what
I do because I don't grind in the finer range.
But I think I can help some...
From what I've read, I don't think that the collar's numbers directly correspond with a specific thread alignment on every grinder, i.e., you might have an unlucky problem that others don't. I believe that's why Mazzer puts the set point sticker in slightly different places on different grinders.
1. I bet you are doing it correctly. I can imagine a range of collar rotation on my grinder that would render the screw impractical.
2. I would refer to
this thread in which someone virtually "slammed" their burrs together with the motor running and no beans. I think it was pretty much decided that the flat, parallel section on the rim of the burrs would be the only contact point, and damage was unlikely. Carrying that thought further, I don't see much risk in minor shot adjustments in a "close to burr touching" range.
Also, the collar is really pretty stiff on my Super Jolly. I think that accidental tightening is a minor concern - I only tightened my safety adjustment screw down so that I wouldn't lose it. Just my $0.02
3. This is where I am completely going on what I have read... According to a
review of the Mazzer Mini by Mark Prince on CoffeeGeek, he described the difference in rotation from his zero point to a ristretto shot as rotating 1 to 1.5 hours worth on a clock face. He described the difference between the zero point and a normal shot as 2 hours worth. So by my mental math, you don't seem to be grinding too fine necessarily. I wouldn't blame your technique for pour times yet, unless you are getting channeling that extremely quickens the shot time.
I would say the quickest check would be to see how close you are grinding to the sticker with the set point. It's a rough guideline.
I hope that helps