Without question, the use of a gauge of the proper capacity in the protected circuit is a requirement for correct adjustment, and the system has to be operated so as to develop relief pressure. Beyond that, some relief valves are shimmed, some have screw adjustment, and some are set and staked at the factory and are considered non-adjustable (although they usually are, one way or the other).
As your question was generic in nature, the answer can't be more specific. If you have a particular valve in mind, you should say so.