I think you'll find that almost all of the metric feeler gage sets you come across are going to be in .05 increments once you get up to .15mm and larger. But typically in the same sets from .04 to .10mm they're in .01 increments.
Unless you're willing to spend some bucks on a high-end caliper from Mitutoyo, Starrett, etc., just about any of the Chinese stuff will do. To save some money buy dial calipers, not the digital ones. I wouldn't trust the cheap digital calipers to have a long life.