A clipboard is another good tool for holding connectors down while you solder them together. Run the dimmer up to full output. Adjust the high end trim pot to the point where it just stops making buzzing noises. As long as you do them all the same, all the dimmers' curves will match. A 100W light bulb between phase and chassis ground is a great way to see if your grounding scheme is working.
Information is no substitute for knowledge.
The shield in control cable is not absolutely needed for DMX-512 to work. Typically, you would leave the shield connected at the console end of the cable. This provides for noise shielding without connecting the ground loop at the dimmer end of the cable. A non-RMS meter will typically show about 60 volts. Non-RMS meters should not be used for dimming system troubleshooting.