Michael,
It sounds as though you have a little trouble with your axis lead screws. I don’t know the layout of your mill, but many mills have adjustment in the nuts to take out the free play.
Also, if you tighten up your gibs a tiny amount, that might prevent the table moving as much as you tighten up the locks. Or actually put your locks on, but not too tight, as you come to final setting. Then when you do the final lock tweak, it shouldn’t move so much.
If when you tighten up as it is now, anything under 0.05mm (0.002″) should be acceptable. That is a normal sort of tolerance figure, and isn’t usually noticeable on final assembly of parts made.
You can sometimes take getting perfection a little too far, and all you end up with is frustration, attempting to reach the impossible.
Bogs