It looks like you are getting very good readings there!
Your results will be based on multiple factors such as the temperature stability of the baths (5 mK is a fairly typical specification for a good bath), the accuracy of the probes (good probes have an accuracy around 15 mK and annual stability around 10 mK), the meter accuracy (5 mK for a good meter), factors such as immersion depth, etc.
All in all if I had two PT100 probes that are consistently 2 mK apart I would be very satisfied!