Setup-optimised dispatching at work systems is the subject of many investigations and studies. The considerations range from developing corresponding heuristics and analysing their effects on achieving logistical objectives to practice-oriented models for estimating the impact of a specific dispatching procedure. However, despite a large number of investigations, there is still a lack of methods that consider the special characteristics of work systems with so-called pallet changers to increase the desired productivity of the machines in the best possible way. Thus, existing approaches do not consider that, in contrast to conventional work systems, a large part of the setup efforts are carried out externally, i.e., parallel with the main processing time, and focus the directly preceding (internal) setup activity at the work system. Therefore, this paper presents a simple heuristic approach that considers the specifics of work systems with pallet changers. To show the power of the invented Pallet Changer Sequence Optimising (PSCO) rule, it is compared with an adaptation of the Minimum Marginal Setup Time (MMS) rule and the First Come First-Served (FCFS) rule. Using the tool of simulation, it is demonstrated that the developed rule clearly outperforms the MMS rule both in the area of productivity and the area of deviation of throughput times as a measure of the scheduling behaviour of the work system. The contribution thus represents a starting point for further research and optimisation of heuristics for complex machines (like CNC milling machines). It provides essential findings for practice since productivity losses on these comparatively very capital-intensive machines are particularly significant for cost-effective production.