Setting the points gap with a feeler gage is just to get you close. You should use a "dwell meter" to get it correct. I have the Sears tach/dwell/volts meter, which you see on ebay or garage sales. Points aren't fun, especially on a slant. You said you were going HEI anyway. Did you get an electronic distributor for that? If not, a Pertronix in your existing distributor is probably easiest.
Your problems sound exactly like how my 69 slant ran for years, though many things could cause it. In my case, it was the carburetor. The 4th Holley 1920 finally made it run fantastic.
