Thank you very much for your responses.
I've done a rye before - I milled it myself but I'm not sure what the setting was because I just eye-balled it. I am interested in some guidelines for repeatability.
Milling rye at 036 just didn't work for me... the kernels are much smaller than grain and just goes right through. Also - the kernels are HARD... much more so than grain... all those things together got me wondering if I was using the best settings.