Should I mention that accuracy of feeler gages can vary by manufacturer? Has anyone actually used a recently calibrated micrometer to check the thickness of their feeler gages? 
yep...
my mics get calibrated at least yearly, thru work...
and all my feeler stock is spot on.... including my .0005" and .0015" & .0025"
I buy 12" long Starrett loose feelers only, from McMaster Carr
which I use in combos to get the desired measurments I am inspecting to.
I'll also toss out once again, that common metric sets and stock come .05mm min, and the sets go in .05mm increments...
so you ain't getting measurments more finite than that using them.... .05mm is .00196"
so basically you are dancing with increments of .002" all the time.