I am set up as you describe except that I have deprimed all cases so I am using the gauge centered all the time. All else is exactly as you describe, per instructions from the set.
I initially zero the calipers with the gauge installed and then began measuring. Once I had a collection at the "middle" length, I zeroed the calipers at that length and use it as "nominal" just for the sake of a standard.
There is no (unrepeatable) measuring error. I can zero the calipers at the shortest length and all cases measure the same difference. I can zero it at the longest length and they still all measure the same difference.