Just got my 3206 scope with a pair of 250MHz probes from Pico.
I noticed that both new probes had poor high frequency calibration and attempted to recalibrate them using 1 KHz from the built in signal generator. I tried turning both pots on each probe and I did not observe any change in the LPF (roll-off) on the scope trace of both probes. They were set on 10x. (I have no way of knowing which pot is for the series RC and which is for the parallel, but in either case I should see something change on the screen).
I had no problem calibrating my 500 MHz LeCroy scope probe using the 3206 scope and 1K signal source. So my technique can't be wrong (or could it).