Thanks. If you have a jacketed .458 bullet, its diameter is likely pretty close and you could check the caliper against it.
Meanwhile, the inexpensive Chinese OD thimble micrometer, like the $21 unit here
are perfectly good for this kind of measurement as long as you check where they zero to subtract that value from the final measurement (mind your signs here). Even if one were off a quarter thousandth, that's still better resolution than the caliper.