I hate it when pickups don't sit parallel with the strings! I wish a three-screw mounting system, like Jonathan mentioned, was standard!
I sometimes file the bottom of a mounting ring on sandpaper to change the angle - obviously it's much easier with a fairly tall ring.
If all else fails, you could try raising the screw polepieces a little, to compensate for the angle. But I don't know if it really affects the sound much, to be honest.