As I have mentioned before, I have an E-300 and three adapters, OM, C/Y, and M42.
Maybe because I have "persisted" and gotten used to it, I now have no difficulties getting focused results with any of the adapters, even wider lenses like the Zeiss Distagon T* 35/2.8 or the OM Zuiko 35/2 (my current favorite 🙂 )
The method that works for me the best is "bracketing" the focus (find the end of acceptable focus both near and far), sometimes I actually take extra shots, most of the times, by simply moving the focus ring in the smallest increment that I can muster around the focus distance, I can nail the focus just fine and I don't have to spend a lot of time as well.
One thing that would help is to get used to one lens, so you instinctly know which direction to turn the focus ring to get the focus once you're close to it (using pre-focus).