Tom,
My most common tool is a decent digital calibrated caliper. I tend to work to around 0.2mm resolution with the Prusa, but I can get down to a consistent 0.1mm if I'm a little careful. Fusion 360 is happy to work to this resolution and far higher.
There's no right way to model all of this, it's a case of what works for you. I used to draw rectangles and then fillet the sketch. This destroys the constraints and makes any changes difficult, thats why I moved to filleting the body as that can be done later. However that's just me. You tend to need 0.5mm or more for walls, 0.5mm is very thin, but printable at 0.1mm. It will flex, but that's not a major issue for pickup covers. I would have thought you wanted to make the pickup cover as tight as you can.
If you are looking to paint them, then by all means print as-is and do supports and very gently smooth the support surfaces. Perfectly reasonable approach.
Ask if any questions.
Rob