It sounds to me like you're having mechanical trouble with your set up. Bullets in the same box (and usually Lot#) will have variations in length from ogive to tip. Typically this variation is 0.001 to 0.002, which is acceptable for a varmint rifle, 0.020 is DEFINITELY not acceptable. I am almost positive that a box of bullets CAN NOT vary 0.020.
Now, because you are getting the right setting right after you have adjusted, then not on the second seating, leads me to beleive something is not tight on either your press or your die. I actually just did this the other day, I was seating with an arbour press and a Wilson die. I kept finding variations in my seating depth, they kept getting longer. So I would adjust my mic on my die and get the proper reading for a bullet or tow then it would go out. Stupid me found that the seating cap was loose from the stem and pushing up when I seated a bullet, even though my mic stayed the same

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Check everything!!! Make sure everything is tight. Also, make sure everything is clean, especially your shellholder. Take the time now to make sure everything is spotless, tight, and lubed where it needs to be. Take you die apart to and clean it up with solvent, being just a little lazy when cleaning wax off cases after sizing may lead to wax build up in your seater. Any spent primer residue or brass shavings in you shellholder will easily through out a seating 0.020.
Once you're done this try again. If it still seats with 0.020 variation

, you have two options:
1. Toss your die and buy a Redding Competition.
2. Try another batch of bullets (as I said above, I HIGHLY doubt a box will vary 20 thou)
Joe had a good suggestion, make sure you clean your case necks, and I'll add chamfered. When I seat bullets, and this is just me, I roll each one around in my clamy hand just to give them a LITTLE BIT of lube from my skin before I seat them.
Keep us posted