"the chain made an awful lot of noise when it was in the lowest gear and the cage was vibrating"

It sounds like your "B" screw adjustment is allowing the derailleur cage to swing up too high, letting the chain hit itself; you don't mention adjusting it. Follow the Park Tool procedure referenced above, from the beginning and do not skip any steps. If you cannot complete a step properly, STOP and figure out why before you go farther.

+1 on using the master link instead of the silly Shimano joining pins.