In my opinion, the paint thickness gauges that the majority of us use for detailing purposes are not the proper tool for truly measuring the "thickness" of nanocoatings. I put the word thickness in quotes because in reality the coatings are exceptionally thin. Most claims fall between the 0.5-1.5 micron of total thickness (for reference I believe a human hair is generally referred to as being around 100 microns or so "thick").
To answer your specific question, no, a paint coating will not add "a mil or two". 1 mil = 25.4 microns, which far surpasses any coating thickness claims.
I use my paint gauge to measure microns rather than mils, and if you have ever used one, you would have noticed that the thickness of bare paint is far from uniform when measuring in such a tiny unit. Even taking 2 measurements 1-2 inches apart will almost always produce 2 different readings. This makes it extremely difficult and quite inaccurate to attempt to measure added thickness of <1 micron. Perhaps it would be more acceptable to take 100 readings in a predetermined area, then apply a coating, then take another 100 readings in that same area and see if the average has increased at all. As mentioned, there is also some error in the gauges that might produce some false data when attempting to measure such a tiny layer of theoretical "thickness".
Long story short, a scanning electron microscope (SEM) would probably be one of the best ways to truly determine coating thickness, not an inexpensive paint gauge. I have spoken with a lab about possibly examining test subjects with an SEM both with and without a nano coating to see if we could perhaps get some real data for some of the thickness specifications that manufacturers have on their products... it is not cheap, so I'm not sure what will come of it, but they said they could absolutely do what I was asking them about.