[Goat-Racer]

I have a soft jaw hobby vise that I use to hold the mic when setting the dial bore gauge. Spend some time and get the feel.
What you learn when you start chasing ten thousanths (.xxxx") is that temperature and personal measuring techniques are really important. Then you have to step back and realize that your really splitting hares at that point and you need to give yourself a window of tolerance. It's a fun challenge!

Here are a few pics of the two Mitutoyo dial bore gauges that I use. The "511" series (bright finish) was a $100 ebay deal, while the "545" series (black finish) was a new purchase that a buddy and I split to ease the pain. Way more spendy, but still half of getting a basic Sunnen gauge setup. You can see how the 511 series, like most of the inexpensive gauges out there, has a very small steel ball at the end of the plunger (between the two guide wheels). The 545 series has a very gradual radius on the end of the plunger, and has about half of the preload spring pressure behind it. It glides over the bearing surface without leaving a trench behind.

Hope this helps!