You may not be missing anything in the setup, as men we rarely need an excuse to blow money on stuff we don’t really need and we don’t know what your expectations are, just that .005 makes you say “yikes!”.
If accuracy on target isn’t what you like, you might try quality JHP projectiles.
If you just want the calipers to read the most consistent OAL, you might try full wad cutters as they are flat across the face. Pointy bullets are often not exactly the same length, like the SMK’s for example.
Despite being more accurate at 100 yards than a cast and coated 9mm is at 7 yards, it’s not uncommon to find the OAL of individual bullets off .005.
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So if you seated them all to the same OAL, the base, distance from lands, etc would vary and that is not what we want.
Instead we measure off a diameter along the ogive of the bullet, not the tip. At this point you are using your calipers as comparators, but is shows the same length from the datum (reference diameter/hole the ogive contacts) to base and that’s more important than OAL.
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You can even pop the spring clip off your seater and remove the seater itself and use it on the rounds you have loaded.
This is a rifle seating stem but you can get the idea.
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Are your rounds that have .005” difference in OAL have the same difference? When measured with the seating stem?
If no, your problem is solved.
If yes, provide a few more details. What brass are you using? All Dillon dies, seating in #4 crimp in #5? Take them out in #4 and measure them, if they are good there and getting messed up in #5, you crimp is introducing error.
I suppose I should have started with this but you could also segregate 50 rounds or so, half as “perfect” per your expectations the other half “yikes!” grade and go shoot two groups at your preferred distance and see if it’s even worth splitting hairs over the difference, if there is any in actual use.
Happy shooting.