I would mark mine between about 3 - 4 on any of my Gillette adjustables, Fatboy, Slim, or Super.
I don't find the Merkur head very aggresive at all. It always amazes me how different razors react differently to different people, thats what makes shaving such a mystery, if we were all the same then only one razor and one make of blade would be required.
+1. I prefer to do my WTG pass on a high setting with my Slim, then dial-down for XTG. Some dial-up for their 2nd and any subsequent pass(es), but "set and forget" is definitely a good way of using it.