I am guessing you have something like this...
There should be a screw for each string, awkwardly positioned under each string facing the treble pickup. If that's the case, do one string at a time. Tune it open. See if it's sharp or flat at the 12th fret. It's probably recommended to detune the string or move it to reach the screw, but I don't always do that and it works. Either way, adjust the bridge saddle, retune the string open, then check at the 12th fret again.
If your bridge looks more like this...
The screws at each end adjust by increasing or decreasing distance from the posts. Here you really only need to get the outside strings correct. If they are right, a properly designed bridge with the correct string gauges will be correct.
Another possibility I thought of last night. My niece told me her P22 wouldn't stay in tune when she played chords. She had always played acoustics, apparently with some heavy gauge strings. It wasn't until I saw her play that I realized she was fretting the lighter gauge strings out of tune. Brutal finger strength from years of high action guitars. Put some heavier gauge strings on, did the setups, and it seems to be fine now.
Good luck.