I had the saddle machined by a local company. They first measured the dovetails for parallelism and the results was not good. The fixed end was out by 0.43mm and the gib side was out by 1.05mm.
Both end were machined with a 30 degree dovetail and the results are truely wonderful.

On the machine I now get 0.03mm worst case after lapping the gib on the y axis and making slots for the set screws. In addition I replaced all the 0.125mm balls in the ballscrews with 0.1268mm and this has achieved 0.08 backlash.

I thank you all for the helpfull replies.