Although you want a chuck that is as accurate as possible, preferably a 6 jaw that that can be adjusted for perfect trueness. The problem with working on cues is they are wood. Self centering lathe chucks center with a bit of pressure to get all the jaws to repeat accuracy. Not wanting to crush or mark the wood you usually close down on say a cue shaft somewhat lightly, even when using a collet. You may need to do a little tapping on the high jaw a little to get as close to zero as posable even with the best of chucks. As mentioned in another post, find and mark the hole that seems to repeat the best. This will be the case on most every scroll chuck you use.
I have been messing around with lathes for like 45 years and the tapping method is the best way I have found, (Although I didn't discover it I was taught), to get something perfectly centered. You don't tighten the chuck real tight before you tap but once it is centered at as close to zero as posable depending on how truly round what you are chucking is, a little final snugging and you will be right there. By the way, this takes just a few seconds to do as opposed to spending like 5 minutes of trial and error shimming. The problem with shimming, and sometimes you may have to shim is, every time you open and close the chuck it may reset differently till tightly snugged. Even if you do need to use a shim now and then a little tap on the high side will get you close to perfect very quickly.