1st: go in relative coordinate, put your dial on the machine table and with no tool in the spindle, lower the spindle on the dial until it indicate 0. No matter wich part of spindle you touch, wath is important it is to take a constant reference.
2nd:reset your Z coordinate to 0
3rd: put the first tool in the spindle, lower the spindle to touch dial with the lowest point of tool, when it indicate 0, the Z coordinate is the value of lenght offset of tool 1.
4th: repeat third step witch each tool.
there is no need to adjust your tool to the same lenght, but, in your nc program, you need to specify wich tool offset to use.