Well, I think I finally found the main culprit. Since the saddle was perfect when checked on a surface plate today, this got me looking at the ways and base. I loosened up all the base mount bolts to see if this made a difference and nothing changed. So I looked at the factory metal stand and for some reason, I hadn't noticed that the stand was not square across the front. The front right corner tapers down. So, this was causing the base to flex, and then the saddle rocked. I shimmed under that front right corner of the base, and the rocking is gone. I then shimmed my y axis gib, and everything seems much better now. Looks like I am going to build a base sooner rather than later.