I agree with pdqgp. There are some reasonable paint gauges that are <$250. I suspect I have the one that many have - the Nicety paint thickness gauge, and it cost me $100 or so on ebay. It came with calibration films.
The PTG are very useful in that they -- as Mike Phillips warns -- tell you when there is a "go, no go" situation. It's not going to tell you how thick your clearcoat is, only how thick your clearcoat, basecoat and primer is. As you probably know, clearcoat is about 1/3 of that depth, but it can be highly variable from vehicle to vehicle and probably throughout a single vehicle.
But, the PTG really is only the starting point. After that, moving forward with any correction proceeds based on experience, technique, products and (sorry to say) Gestalt. If you have a scratch that doesn't catch your fingernail, you know from the start that it is superficial, but that doesn't mean it isn't through your already thin clear coat. As others have stated, you always want to start with the least aggressive method and then move to a more aggressive method. When you start with an aggressive method first, you burn through much more clear coat and what's done is done if you've done too much. Then when you backtrack to remove the micro-marring, you still have use an abrasive to clean that up. It's just safer to go from least aggressive to most aggressive. When you do it this way, you can see that if you get more and more aggressive and it isn't correcting what you want to correct, then either your technique is possibly lacking, or you start to realize that you may not be able to keep chasing that defect without compromising the clear coat. The other thing that probably was an issue was the hand correction. I don't think one could keep steady and even pressure by hand, and under your fingers, there's a lot of pressure (potentially) that isn't present when it is uniformly distributed around a pad when using a machine to correct.
As you said, it's a great (but hard) learning experience for you and for the rest of us a great reminder.