Just a couple of observations/thoughts on this thread:
1) Calibration tolerance: It is YOUR choice as to what the calibration tolerance of any gauge is. Be prepared to justify your decision to an auditor or (more importantly) to your customer
2) Sent out for calibration: Why not do it in house? Presuming you have a properly calibrated micrometer which has appropriate accuracy and resolution, there is no reason that you can't perform the calibration yourself. However, if you use the feeler gauges to assess part quality, then you DO have to calibrate them by some method.
3) Maintenance: Don't know if cooking oil would substitute for 'oil', however the intent of the oil is (as far as I understand) to inhibit rust formation on the surfaces. To accomplish this, you can use whatever you choose (including balm) and add it to your procedure. Again, be prepared to justify your decision to an auditor or your customer.