Feeler gauges are one of those seemingly simple things that no one ever says or writes a word about, but there's a bit more to their use than meets the eye.
They're called 'feeler' gauges for a reason -- you 'feel' a gap in a mechanism with them. To do that effectively, you need to be holding only the gauge leaf that's needed in your fingers, not the entire gauge set with one leaf extended.
If you're buying a feeler gauge set, look for one that comes apart easily, like the one pictured below.
Extract only the gauge leaf you need, and you'll have a gauge that will give you a much better feel for the measurement you're making.
Precise 'feel' becomes even more important on an assembly that's relatively yielding, like the printhead carriage of a small dot matrix printer. You're not dealing there with rigid machine parts, as you are when measuring valve lash in an engine with solid valve lifters. A small printer's carriage 'gives' somewhat with little force applied -- a very light touch with the feeler gauge is called for to obtain an accurate measurement when gauging printhead/platen gap. With the bulk and weight of the rest of the gauge set out of the way, it's much easier to apply that light touch and obtain a truer 'feel'.
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