Yes you should zoom out to your maximum zoom range to get the best results.
Also when you use wet lenses you have to remember that the camera will be taking a photo of the virtual image - that is the image create on the lens - and not the subject, therefore you have to get the image sharp in the LCD before you try and focus the camera.
To do this you move the camera back and forth until the image appears sharp it the LCD screen and then focus the camera.
Also remember that:
1. By adding the wet lens you are reducing the working distance from the subject, so if you close focus distance is say 15cm then when you add a wet lens this distance will reduce to say 10cm, plus the more wet lenses you add (stack) the greater that reduction in distance is.
2. With the wet lenses your working distance is reduced once you are in focus - by that I mean once you focus the lens and camera (so the image is sharp) if you move - even slightly - it will go out of focus quickly and the greater the magnification the less 'working distance' you have, so using these lenses in a current or surge can be tricky.
3. With wet lenses you have a reduced depth of field and the greater the magnification the less depth of field you have.
Hope this helps.
Karl