Proops offer a number drill gauge with thou equivalents on their own site or via Amazon for £2.40 delivered. The .001" conversions match those on my conversion table, so as long as you don't want to go smaller than #60 it should be fine.
Unfortunately it is however almost impossible to find in a search thanks to Amazon's bizarre search results.
Try either: –
1 Search "gauge" on Proops Brothers' website;
2 Go to page 2, it is the first item.
Or: –
1 Search Amazon UK for "drill gauge";
2 Click on a Proops one to open the product page;
3 Click on the sold by "proops brothers ltd" link at the right to get to the vendor page;
4 Click on the "Visit the proops brothers ltd storefront" link;
5 Go back to the search box at the top and search again for "drill gauge";
6 If you haven't given up by then, scroll down to "More Results" to find it.
The set of 4 that Rob suggested should be slightly further down the page on either website, but reading the description it is actually a set of 3 as there isn't a metric one!
I HATE trying to find anything on Amazon, but if I am having a bad day it is a great way to lose my temper and let it all out…
Brian G