Hi Nick,
Are you saying the spectrum lines in the sky are slanted when the star spectrum is horizontal? It does not matter if it is not too far out as it can be corrected in the software (They will be slightly curved too) Getting the star spectrum as close to horizontal as possible is more important. The slanted lines mean the grooves in the grating are not exactly parallel to the slit. If it bothers you it can be adjusted in the ALPY core module. There are (two?) little Allen headed grub screws which if slackened off allow the grism to be rotated. Only slacken them off a tiny amount though otherwise the whole assembly can spring apart !. You can see the internal construction on page 4 here
http://www.threehillsobservatory.co.uk/astro/ALPY200_VdS_BAAVSS_poster_2014.pdf
Cheers
Robin