Some use the sets that mechanics have, consisting of a selection of different guages, but for picks, you can buy foot long feeler gauges in the exact dimension you want quite cheaply. made by starrett or precision. this means that you can buy the same size in multiple numbers if you are making a set of picks. look for
www.easterngage.com/feelers to get them from the internet.
Hi, you can use feeler-gauges too. Mostly they are in a holder with different of thickness, low cost 
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