Have you considered an electronic/digital one?
This is an ebay example, though I'm not particularly advocating this individual product.
Note that, unlike some, it does also have a proper thimble, so can be used conventionally as well.
They are available with both metric and imperial thimbles, from a variety of manufacturers.
I recently bought an SPI one at a good price, Swiss made and feels good in the hand. Mine's got an imperial thimble, which is ideal as all my machines are also imperial.
Unfortunately I hadn't realised until it arrived, that the fixed anvil is ball ended, so it works well for flat surfaces and tube wall thicknesses, but since your main use for it is on the mill. that might even be advantageous.
p.s. This looks to be a similar item with a different badge if the Silverline logo offends, and also has a metric thimble. They probably all come out of the same factory.
Bill.
Edited By peak4 on 14/11/2019 12:45:41