Frank to expand a bit on what David and Mike said I use this little saw marketed specifically for this purpose by our friends at Stew-Mac:
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You can make one too out of a saber saw blade but the SM ones are very inexpensive and work great.
From the pic below you can see that each individual string is fitted for the respective slot. The low E will require more swipes with the saw than the high E which may require only one swipe with the saw. It goes very fast and makes a horrific noise too that I find rather disturbing......

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Also when fitting the pins for height prior to cutting the slots in the bridge/top/plate not all pins are always exactly the same in terms of fit. Mario suggested that when you fit your pins write the number of placement on the pin (part in the guitar) once it is fitted. At least you will be able to get the pin that fits each spot in it's respective hole each time at at equal height.