As long as the wires are held roughly vertically, two one side and one the other side of the thread, the micrometer or caliper will draw them accurately in line as you measure.
And you can stick the wires to the thread as long as the 'glue' is fairly soft. Again, as you put pressure on with a mike or caliper, the wires will align and any spare glue will be pushed out.
Cheers, Tim