I believe Boeing advise you to set the published missed approach altitude when at least 300' below the missed approach altitude during the PTH segment of the approach - as defacto states. Our policy is for the PM to either set the missed approach altitude when the aircraft reaches Alt Hold at the published MDA (we only use VNAV for NPAs - MDA = published rounded up to the nearest 100') and then carry out a GA or if visual and before ALT Aquire, disconnect the A/P and A/T requesting the PM to recycle the FDs and then set the missed approach alt in the event of a subsequent GA.
I also cannot reiterate the importance of allowing for cold weather corrections and flying the correct barometric setting (especially if the QNH is low). The GP angle displayed on your LEGS page is based on a standard atmosphere and the path is flown utilising barometric reference. Be careful and avoid a nasty shock. It has happened.