The feeler gauge while tuning is a great idea. Like Steve I just hold the reed in place with my other hand while tightening it. That usually works fine, but for more fussy reeds the gauge might help. You would still have to hold the reed in place somehow to adjust front to back, so I imagine the gauge is an unnecessary complication most of the time.
Paleophone, thanks for the tip about the steel drum sound. I have a couple of notes that sound that way, and I'll check to see if perhaps I just need to center the reed better. (I think they're just funky reeds, but who knows...)