I have been using a very similar setup for a number of years except the recorder (I use a Roland R26 and Sony lav's). Generally I set the sensitivity on the Lavs to the best level that does not distort. This is something that you have to test with mic positioning (plus mic type) and listening through the Azden. Once you have the lav on the talent then adjust the level on the Azden to one that has plenty of gain by listening and looking at the UV meters. It is also important to ensure that your gain has enough room in it if there is a sudden increase. Once this is set, then on your recorder you will need to set the sensitivity and then the gain depending on the volume. Whilst recording monitor your levels and adjust as need be.
All of this takes practice and learning from mistakes...