The thing you'll want to do is to listen for "beating". When tuning VCOs to unison, octaves, fifths or fourths, the second (and subsequent) VCOs will create a pulsing if they're not precisely on the interval in question. This is due to heterodyning: adding two waveforms will always result in some sort of sum and difference frequency. This is best known with ring modulation, where a carrier and modulator combine in a diode ring to cause only the sum and difference frequencies to be heard, with the original signals (optimally) suppressed.
But with simply mixing VCOs, you still get the sum and difference, but also the original signals. The "sum" is generally harder to hear, but can show up when dealing with very low pitches. The "difference", though...this is MUCH more prominent, and is what causes "beating" between two slightly-detuned oscillators. To get VCOs exactly in tune on those particular intervals, you fine-tune the second VCO so that the beating stops. But slight detunings can also be musically useful for creating the illusion that a sound is more than just the sum of two VCO signals, and thereby making things sound "fat". If doing this, though, the best practice is to tune VCO #2 exactly to VCO #1 (or #3, #4, etc), THEN slightly alter the #2 (etc) VCO's tuning so that you get that bigger, slightly-detuned sound. That way, you're relatively assured that your detuning should track properly.
The only times I use a tuner myself is when establishing a "reference pitch"...my "concert A", more or less. And in a lot of those cases, I'll simply use a synth that gives me a specific A=xxx Hz reference and proceed from there. But if I need to do something more elaborate, such as microtonal intervals or alternate tunings, then I bust out the Strobotuner and a reference table for cents offsets. That sort of tuning issue goes way beyond the "by ear" method above, especially if I need to get it right.