Personally I would unmount the spindle, master the robot without load and then just place a very light object with a sharp tip on the flange and try to calibrate it.
Regarding the gauge: If the gauge is pressing vertically onto the pin, I don't see much that can go wrong as the values of the gauge are all "relative", i.e. there is no need to calibrate it as you are just looking for the deepest value in the V-shaped groove.
Theoretically there is a wide range of things that could be wrong, like e.g. some looseness in the gears or a dented mastering pin. But let's assume that it's the weight for now.