Open sting OK? Just the 1st fret buzzing slightly? All strings?

Could be a high fret, could be you haven't got enough neck relief. The more you play with necks and setups, the more you get to understand necks and that they aren't all the same and a setting that works on one neck may not work on another.

If you go through the process of levelling and reprofiling the frets, you can normally get a very good action and overall set-up.