Selecting the material will input a thickness of the PG material - so if what you’re actually using is different you need to use Set Focus to place your art correctly. I use PG settings almost exclusively, but always use Set Focus (even when I am using PG materials) because variations happen and I’d rather be sure 
I definitely suggest running the Camera Calibration though, that got me to sub-millimeter accuracy when using Set Focus (from about 3mm).