Do I use spacers under the weep holes in the drain, and just mud them in?

Here's a link to one of the tutorials on shower pans. You will see how the spacers are placed.

http://www.ontariotile.com/preslope.html

I saw the link, just didn't know if the spacers were left in the mud...

Yes, leave them in, how would you get them out? Remember, the idea is to keep the deck mud from clogging the weep holes. You can use spacers, pea gravel or broken tile etc. This is another step most shower are missing.

Jaz