I don't think that you are doing anything wrong. It is just a matter of getting a bit of practice with the Fireball squares, just to get used to them and how they work. I have recently bought a few of those Fireball squares, but I haven't had a chance to try them out yet. It will be interesting to see how they work in comparison to the homemade/improvised versions I have been using all along.
I always keep a stock of a dozen or so shims in 1mm, 1.5mm, 2mm and 3mm thicknesses in the bag, with my welding clamps. They are quite useful for dealing with uneven surfaces, or misshapen steel sections.
One point to bear in mind when welding up, such steel frames, is the methodology or sequence for completing the welding, eg, where one starts or finishes a bead of weld. If a frame is slightly off square, depending on where one starts/stops when welding up such frames, can actually help to bring it back square or on the other hand throw it more off square. However, most of the time, for such jobs, it really doesn't matter too much.