Hi Alastair, this too is my first loco. Fairly new to ME as well.
I am just a bit ahead of you at the moment. When I had finished rivetting on the horns I found, that despite taking as much care as I could, the gaps varied on each axle so I measure each one and 'made to fit' I initially allowed a 'few thou' (not very precise I know) and then finished off with a file to get a nice sliding fit.
I suspect it takes probably a bit more skill than I have at the moment to get a high degree of precision. I noticed at the recent Bristol exhibition that the horns were machined castings which I assume is a more expensive but more precise way of doing it.
Good luck.
Bill D.