How do you tighten rocker arms?

Hold the pushrod between your thumb and forefinger feeling for up and down movement as you tighten the nut. When the pushrod has no up and down movement, that's zero backlash. If the cam has hydraulic lifters, you would tighten the nut an additional amount (usually about 1/2 turn) for preload.

NEW ANSWER: before you perform the above steps you MUST make sure that the engine has been turned over so the base circle of the camshaft is up on each cylinder that you are adjusting. ( that means that the lobes on the camshaft are down and not against the bottom of the lifters ) So the valves will be closed after the adjustment has been made correctly. This is VERY important. You will have to turn the engine over everytime you start on another cylinder.

On new hydraulic lifters the perload would be a full turn after push rod start to drag with your fingers.