pinion depth, how close does it have to be

There is, 2.771 I think. Lemme go look

2.770

Ended up at 41 thou shim. 42 was too deep and 40 was too shallow. Not much room for error.

I just tried different shims until I got there. No depth gauge, just several hours of work
The number on the pinion is nothing but a guide to get you close. Sometimes you're dead on using that number. Most times, you're just close. Sounds like you got it zoomed right in.