Inspired by this awesome idea - unfortunately I own a different model of calipers. Installation requires disassembly.

Remove back cover (some heat helps) and unscrew the four screws:

The front can now be lifted off. Close to the battery compartment is a small black rubber part. Remove it:

Push the printed part through the gap and insert the small bar into the slot. It now acts as guide rail:

Reassemble and you're done! The STL file is optimized for .2 layer height, so the inner part is two layers in height (two layers for stability). If you feel the need to modify it, adapt the constants in the OpenSCAD file.

Long-term stability yet to be proven ;-)