Your complaint makes me think you are trying to calibrate manually, which would be painfully slow to do, and inaccurate/prone to errors and typos during inputting the measured values.
The calibration can be automated, so the best way is to use all available points. For a totally off/miscalibrated situation, there might be useful to fully calibrate 2-3 times, for an incremental accuracy increase.
It is essential to leave the instrument idle at least half an hour to reach thermal equilibrium, same for the measuring multimeter. Use very high quality wires/probes. If the temperature/humidity varies a lot from what it was during the calibration, then recalibrate more often.
Yours, with almost 200mV error after calibration is very off, might be defective.
I have a DP832 that I've recalibrated a couple of years ago. It was possible to make it with 1mV and 1mA accuracy over all the voltage and current ranges, on all 3 channels. It did shifted over years, and from summer to winter, but not much, a few mV or mA at most, even when at full range.
Calibration for DP832 is about the same as for DP811, both are from the same DP800 family of power supplies. Found the program that served as a model to calibrate my DP832, though I had to adapt it to my DMM model, a Metrix mtx3283:
https://www.eevblog.com/forum/testgear/rigol-dp832a-automatic-scpi-calibration-script/If you didn't try yet, search for
DP800 calibration site:eevblog.com
maybe you find a ready made tool. Beware some of the calibration documents might be incomplete, or wrong, from the period when the calibration procedure from Rigol was not yet available.