You want get good results, until you have the initial thimble weight under control. You have a through procedure for cleaning the thimble. Are you following it carefully? Something to try: condition the thimble, weigh, then recondition, and weigh again. Do as many time as you can, 3 or 4 times. What happens to the weight of a conditioned thimble? Constant? Fluctuating for the first two and then constant?
Meantime, reevaluate your balance. Can you weigh the calibration weights, consistently, to 4 decimal places, while the thimble is conditioning? How repeatable are those measurements? You can gave us a table of your results.