Braze on front derailleur misaligned
 

My front derailleur is currently not aligned correctly (cage parallel to chainring), which is causing some shifting issues at the moment; in particular the chain is "over shifting" off of the small chainring. When I tighten up the bolt that attaches the derailleur to the braze-on, the derailleur becomes misaligned. So, my question is how do I properly align it? Does the braze on have to bent, or do I find a way to put a shim between the derailleur and the braze on, or do I try to bend the cage body... Or is something else?

The braze-on is round so you should be able to set the FD at any angle you want. If it insists on sitting at one angle only, pull the FD off and check that the bolt hasn't worn a flat spot on the braze on.

Everything is new. Only a month or so old, and I didn't see any worn spots. I am able to align the derailleur correctly, because it's round like you mentioned. The problem is that when I tighten the bolt down, it insists on seating at one angle. If I don't tighten it down enough the cable brings the derailleur out of alignment when it's put under tension.

Look at the end of the bolt. Is it flat? If not you may have to grind on it a bit.

I had to hold the derailleur in place when I tightened the bolt. Once tightened, it stayed there.

Ideally there's a curved washer under the head of the bolt so it'll hold well anywhere along the curve. Without it, the bolt will want to lie flat across the slot, moving the FD in the process.

If you have the proper curved washer you should be able to hold and clamp the FD at any angle within the allowable arc.

If everything is new and you bought the bike locally, bring it back - they should adjust it properly (and show you how to do it). I ditto FBinNY's comment about the curved washer - it's essential.

Yes, don't ever do more than minor cable adjustments and simlar on a new bike. I know it's a pain taking it back to the shop but it's the best thing to do. Ask them to check over the rest of the bike while in the shop.