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...[When doing AFMA] with a zoom do you just pick a focal length in the middle and use that? Do you do MA while the lens is wide open?
I don't know what the experts do, but on my 70-200L I did several tests, each at a different zoom setting, and then averaged the numbers. It worked reasonably well.
Yes, the lens should be wide open so there is the least depth of field. That will show when it is or isn't in focus more easily than if the lens is stopped down.