The easiest way to check the valves is to loosen the lock nut and set screw, get the feeler guage in between, adjust until you can move the feeler guage with a bit of resistance, tighten the lock nut, then remove the feeler guage.
An alternative method is to snug up the set screw against valve, back off 1/6 turn and then tighten the lock nut. This is the fastest and doesn't require fishing a feeler gauage into the tight quarters of the valve/rocker arm area.
If you do use a feeler guage you will need to bend the end of it in a vise (or use pliers) to get it into place unless you have a pre-bent one (I have one for the KTM RFS motors which is narrower than the standard feeler guages and also one that I self-bent when I got my '96 FE501 in the pre-RFS days).