Thanks for many ideas here.
It intended to be easy and simple and cheap and good... but I did select
bit better arduino CPU where you can say whatever PWM you like (max 16 bit)
and it is set to 15099 to get 15100 mV exactly. Idea was to use those laptop
19-20V PowerBricks and with pulse preregulator this is max to get out.
INA190A2 shows 0.0001A using (noise) average calculations and
ADS1115 is showing 0.0001 V the same way.
Because of some errors you know then how far away the actual 1mA or 1mV is.
This all works good and I can't afford 1mV errors at output any more

So, 7805 is powering the system and its output raises 10mV during first 2-3 minutes.
PWM raises too and output 3x10 then. I get rid of CPU power noise only by buffering
its PWM outputs and then can smooth them out what ever best way.
Now is the good buffer question which power I can calibrate with TL431 for example.
I can't calibrate CPU power, because of display traffic and everything else it is affecting
PWM amplitude anyway.
How to buffer PWM without nonlinearity? How to find best IC or even discrete circuit?