RickBigriver's caliper holder was just what I was looking for, but I rather attach it with screws, so I modified it a bit. I also needed one for other caliper beside my other printer, that one is with smooth bottom and attached with double sided tape.
Original holder was a bit too tight for my caliper, so I also widened the gap a bit.
Both .stl and .3mf files included.

Biltema pegboard holes are 4mm wide and 12mm abart from each other and it is sold in Scandinavia, but there are other brands around the world with same diameters.