I know, there are more dial indicator bracket designs than there are guitar players in Nashville. But...
This bracket allows one to simply "clip" a dial indicator onto the parallel X-axis rods. The bracket can slide from side to side easily. Its Z axis repeatability has proven to be very good. This dial happens to be calibrated in 0.001" increments, and repeatability is good to within two or three divisions.
Knowing that people would have printers that have different rod spacing, and that the exact dimensions of holes can be tricky to set up, I have included an OpenSCAD file so that the design can be adapted. This is courtesy of Tim Deagan on Printrbottalk.com.
I printed this in Taulman 645 nylon, with 100% infill. I'm sure it will work with almost any plastic you care to use.
The wedge is a small piece printed separately. When inserted through the hole in the dial indicator bracket, it snugs everything up so there is no play or wobble.
You may find that your dial indicator's mounting bracket is oriented at 90 degrees to the one in my pictures. Mine was too. It's easily fixed by removing four screws on the back of the dial indicator and rotating the back plate to the desired orientation.