Below is a post I did on slipping earlier in the year. I started being super careful about cleaning the nut, collet and shaft at each bit change. It happened less frequently but still would on occasion.
My collets all measured slightly differently and I couldn’t get a real answer on what they should read. The ones I had the most issues with were newer C3D precision collets. Certainly possible that the variance in the collets was due to issues with my calipers.
I eventually upgraded to a 65mm spindle and the ER-11 collets. I was really surprised at how small those things are. I realize that not that many people have this issue, but it became a super frustrating experience making me not want to use the machine.