First, using A3967 (EasyDriver) to directly control X27 stepper is not so good as "dedicated" drivers. X27 is a very low-current motor (20mA) and EasyDriver is used for more powerful motors (200 -700mA). Anyway, though we recommend to use only "dedicated" controllers for X27 (6606/08, etc.), if you need to you can use A3967 too (description will be added to site).
1) Upload the Stepper firmware to the slave Nano/Uno.
2) Connect X27 motor exactly as on the diagram on this page
3) Assign the needed parameter to the stepper - select parameter, then click on the stepper table control pin number.
For the compass there is a parameter in the table under the "Flight Instruments" Tab --> "Gauges/Indicators".
Find and select the needed parameter.
4) Save and start your plane - nothing more to do in this case.
Full-circle gauges don't need calibration. But you need to have correct placement of the zero-position sensor.
Very good DIY DA62 simulator!