just like that!
low enough to hold the strings behind the nut and keep them from rattling, but no lower.
also, that third picture is a perfect example of why you need to "seat" strings after you put them on, by pressing down on either side of the contact points (nut and saddle) to get rid of that curve and create a defined sharp angle, so the string is dead-straight along its vibrating length.
Guitar Repair Gnome
Alpha Music, VA Beach