Assuming you are on typical dry pavement, I would generally go more aggressive on the brake controller. You don't want it locking up the trailer brakes on a normal stop but you do want the trailer to be stopping the trailer. The idea of taking it out to a parking lot or unused road and taking it up till it locks the brakes and then back down slightly is a good option.
Once you get it set up, unless conditions change significantly, most people don't mess with the gain on the brake controller. Assuming you have a modern integrated brake controller on the truck, it's proportional, which means it applies the trailer brakes at a similar rate to the truck brakes. In the old days, controllers were much less sophisticated and largely it was an on or off for the brakes, so you had to mess with the settings more.
A little jerkiness is normal but a lot could be indicative of too light of a hitch weight. If you are nervous, better to check it out than hope we can diagnose it from the internet. Spend the $20 to take it to a scale. You weigh with and without the trailer hooked up and you can back calculate the hitch weight to confirm the percentage hitch weight (ideally 12-15% of the trailer weight)
As long as nothing is binding and the corner of the truck doesn't hit the trailer, you can turn as sharp as you like. If you have a Weight Distributing Hitch, you will hear some creaking but that is normal. Also the tires will twist a little, once in place, it's a good idea to pull forward straight forward a few feet and then back...this will take that twist out of the tires.
Generally when towing, up the tires to the max pressure (when cold) unless you know the real load is well under the max load rating.