Hi,
The way I calibrate a cylinder probe is at the equator of a cal sphere with the probe diameter set to zero(0). I then measure the sphere at the midpoint of the cylinder and subtract the error and manually set this value as the probe diameter. Then I re-measure the sphere using lots of points to validate the size and roundness. There are some adherent minute error I have noticed, but with thin stuff it is the only way to go.
Good Luck,
Bill
P.S. I am always open up to different/better ways, so if any of you have one pass it along.