Hey Lowslo,
Depending on how many different lengths you are dealing with, you could use a gauge block....like a 1-2-3 block, or anything with good parallel faces. When you move to your tool change position, set the Z height so the tool tip matches the height of the block. Keep the block with your collet wrenches. When changing tools, put the tool in loosely, slide the gauge block under, pull the tool down to the block and tighten. Same every time.....well, probably close enough.
Hood, I'd be afraid that the heat required to braze a washer onto a HSS tool would destroy its integrity, could be hazardous as well.