Make sure the "mating surface" (face on the rocker-arms) are smooth - there might be wear-grooves in them.
I now set the valve lash for mechanical lifters using
a "static" valve lash adjustment technique that Den99 refers to. Except, I bring the engine up to running temperature and then run it for an additional 30 minutes.
I find this to be more exact (and much easier and cleaner) than trying to set the lash on a running engine.
A tool like the Zim Zip Valve-Lash Adjustment Tool is handy when adjusting valve lash on a running engine.
Here are similar tools. 
