I personally have found the Scubapro G2 and HUD compasses to be horribly inaccurate. The G2 does not have a compass calibration option, the HUD does...but in my experience it does not seem to help in correcting compass base accuracy in relation to magnetic north. I have had a G2 Console computer returned to Scubapro because of this issue. The replacement was no better.
I just went outside and a magnetic compass direction of 10 degrees is shown on the HUD as 340. The process outlined by
@lexvil of using declination on the HUD to match your magnetic compass is a way of correcting the poor post calibration heading. That is not what declination is meant to do, it is meant to correct magnetic north to true north, but here we are using it to adjust a compass that is unable to get close to the correct magnetic heading after calibration.
If I need to do any serious navigation following specific directions, I will only use a magnetic compass. My personal favorite is the Suunto SK-7 or SK-8. I only use a dive computer compass for general directional navigation in relation cardinal headings or if I am doing an out and back and the displayed versus true heading is not important.