Check out Hoss' videos on youtube on tramming. He presents a very good method for getting it about as good as it is going to get to include squaring the column. I think the procedure Hoss shows is nice since it starts by getting the spindle square to the column travel and then builds from there. Another option I've seen and used is to run the head up and down indicating up a machinists square clamped to the table. Get the column square to Y/Z first and snug that up, then switch to indicating the X/Z and tap the column into alignment and secure it. Carefully and equally tighten all the screws and confirm again. Then tram the head to the table.
Other things that can factor in are the head nodding back a little under cutting load. The vice itself may not be square to under 0.001". How bad is it?
On mine the most troublesome issue is the table is sloped by 0.0015 or 0.002" from back to front in the Y. I was still getting stair steps even when the spindle head was shimmed to point zip tram error front to back. Turned out that the part was rising in relation to the tool as the tool moved forward. So I shimmed the vice and and trammed my head to it's bed. Lo and behold, no more shim needed for the head and I can just barely make out the interface between 2.5" face-mill passes. So it all depends on what you start off using as a reference and how perfect it is.
Irritating that the Y is like that yet the X shows less than that much error over more than twice the distance.
CNC: Making incorrect parts and breaking stuff, faster and with greater precision.