not a bad idea..

Also, while we are at it; that high impedance input is very sensitive to stray leakage currents, like those originating from the soldering flux deposited during your operation.
So wash thoroughly the board, with pure alcohol (isopropyl-alcohol..), afterwards. And dry it.
And be patient when trying after, it stil could be 'unstable', leaking, wait until it stabilizes.

Ciao! G
I never ever had flux problems with LT3042/45, and -if at all- I use a
isopropanol-wetted Q-tip if it looks too ugly. But then I don't use solder
for rain tubes.

Is the input voltage to the regulator constant?

The voltage over the reference resistor should be the same as the
expected output voltage. Measure with high impedance volt meter.
If you only have such a 20KOhm/V thingy include its value in the
set resistor.
If there is a capacitor across the reference resistor, you can remove
it for the moment.