cylindricity

cylindricity

I am inspecting a cylindrical part. It has a .600" dia. which is 1.06" in length (this is Datum D) and a .500" diameter below it and is 1.76" in length.
I am measuring in Z direction.
My alignment levels to D (cylinder) and origins to a circle at the top of D. Z zero is the top of the cylinder (It has a flange). Per customer direction...there are 5 circles measured in D at specific depths and a line is created from the 5 circles (this becomes line D) then 5 circles are measured in the .500" bore at specific depths. Each of the 5 circles in the lower bore (.500" dia.) are reported with concentricy of the circle (5 different depths) with respect to Line D. CMMm reports these fine. I also measure a cylinder in the .500" dia. for cylindricity.
Now the cylinder in the .500" has a cylindricity within .00035" which I can not get to report within tolerance. I report the cylindricity of the measured cylinder... and I have also pulled a point cloud from each of the 5 circles and created a cylinder from the points and report cylindricity. The measured cylindricity is .00041" .00045". The issue I have is my customer measures the part in print (less than .00035").... I measure them out of print.
I am on a Wenzel XOrbit CMM, PH20 and TP20 module. I know it is asking a lot of a CMM but is it too much? 
My probe touches are using PH20 moves as straight A0B0 were even less repeatable.
Does anybody have another (trick) way to report cylindricity of a cylinder that would be super accurate?

Thank you in advance.