Do you have outside micrometers in that range that you trust? If so, you could make a comparative measurement to anything that comes to hand with good enough surfaces to be repeatable. 1-2-3 bocks, even if not gauge accuracy could be compared as setting gauges.
The mill DRO wouldn't be gauge standard either but it would give you a head start. My best shot would be making up a block within the range of each of your new rods and if necessary screwing a block to one end for a step like you would measure with the depth mic. Set horizontally on the mill table, you can use an edge finder, zeroed at one end to find the length of the step as the DRO measures it. Then use the depth mic and set the rod so the mic gives the same reading.
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