Use Gage Blocks. You will need a minimum of 3 blocks to cover the range so it shows linearity.
Here at work, we have the Mitutoyo 0-.4" that are Digimatic types (digital). They read down to 0.00005", but the accuracy is ±0.0001". The blocks we use are 0.050, 0.100, 0.200, 0.400. We also include zero as our first measurement point.