Mr Bullgoose – when using the micrometer are you using the small knob and ratchet on the end of the knurled knob to tighten the micrometer on the work? This will control the measuring force and unless the material you are using is very soft there should be no work marking. The other effect is that if you always use the ratchet your measurements will be more consistent and probably more accurate.

You can of course use a piece of drink can sheetmetal or shim stock of known thickness wrapped once over your work to reduce marking it, if you remember to subtract twice the sheetmetal thickness from the measurement. Gauge blocks can be used same way, but are harder to hold and you may not have a set, where sheetmetal is available pretty much everywhere and will hold its' shape my itself on the work.

There is nothing preventing you from very carefully putting a tiny bevel on the anvils with a fine diamond lap, say 800 grit. Make sure you don't spread the super fine abrasive particles about by using a little oil and cleaning afterward carefully.