Any tips for pinpointing where to locate the hole for the steering column in the bulkhead

Mount the box on the beam using the correct cut out on the clamp over the raised dimple, tape a laser level to the box input, mark the outside of the bulkhead where it points to, spin it 360 to check then pilot the hole from the outside and finish from the inside.

Aftermarket beam is a little bit trickier.

non tech way is box aligned as Flags says then a short piece of wood cane to get approx centre by eye than drill a small hole, a piece of chord or wire can be used centre of column to centre of box shaft will show any deviation through the bulkhead to get the correct centre.
There will be a few other ways on the web.
GP's idea was to drill the hole large enough to fit the beetle bulkhead rubber seal then loosen and turn the box to suit you angle not an ideal thing to do as VW spent time getting the steering geometry correct.

Cheers guys, the box is still in its original position, so both ideas will help 

I've thought the use of a laser pointer and tripod would work.

Line it up without the body on, then put the body back and where the pointer hits is where to drill