There you go.  Thanks to primorge, you can see it's easy to rig something that's angled.  TBH, I never use the Setup Room for rigging any of my stuff and, with hard surface models, you generally don't need to bother with it.

My workflow for rigging:

After creating the model with every piece in place in my modelling app, I export each one individually without moving them.  I also don't adjust the scale, so the upshot is they come into Poser at a huge size.  For reference, I use Wings and all my models are built to 1 Wings unit = 1 inch.

Import each piece into Poser until I have the complete model.

Using the Hierarchy Editor, set up all the dependencies.  

Hit "Create New Figure".

Save the scene before anything else because sometimes, Poser freaks out at this point.

New Poser.

Browse to where the new figure is saved, which is always New Figures in whatever your main Runtime happens to be.  Load it into Poser.

Save it back out again immediately before doing anything else.  This forces it to create an obj, which it doesn't always do; sometimes, it retains it in RAM for a while, so unless you make sure it's saved, all your hard work can disappear in a puff of electrons.

Now I play about with the joint editor, adjusting origins, angles and so on, as described by primorge above.

Save the model.

If I'm feeling like it, I then edit the Cr2 to hard code limits, hide dials and add ERC.  It's also at this point - again, if I feel like it - I'll rename stuff so that it all looks neat and tidy, point the Cr2 ref to the appropriate file and folder I created in Geometries and so on.

Save again.

The end.

Coppula eam se non posit acceptera jocularum.

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