Hank, I don't know of a compression die with micrometer adjustment. The die I use is a lyman die body and I make my own plugs. Since the plug does not stick out of the bottom of the die, I use calipers to measure the overall length (die body plus the stem end sticking out of the top of the die). Doing things this way I can easily adjust the depth for compression. You just need to have a locking ring that can be locked in place if you want to use the die body for different calibers.   
I can provide pics on how I measure and set up things if you would like.
Sam

I don't have a micrometer head on mine, but I scribe a mark on the top of it so I can use it as a reference for the angle.  Since the TPI is known, it's pretty easy to make adjustments down to a few thousandths. It's not quite as nice as a micrometer, but it helps.

Chris.