I've done it -- and easily.
Buy some drill rod in the right diameter. Cut to length and thread an end. Thread isn't especially critical -- just there to adjust. You"ll likely have to turn the adjusting nuts down a bit to fit inside the cap.
Whether you harden the end is up to you. A 6" depth rod might not get used enough to be worth the slight effort. Make a lapping block (close fitting hole). I used diamond stones to get mine flat, then shiny flat. The block keeps the end at 90 degrees.
From there your accuracy is all in the adjustment. No reason it shouldn't be better than .001".
While you're at it, might as well make a 7" depth rod from the same stock. Or just save a long piece, already threaded for whatever strange depth measurement task the future might see. Just minutes to whack it off to length, polish the end, and adjust.
If you have truly accurate 1-2-3 blocks, a couple of them stacked make a good setup for adjusting your 6" rod. Sadly, you'll need to check -- the cheap blocks and even some of today's brand names aren't made to tenths (or even thousandths) -- just gang-ground to match.