I agree with what gamalot and J-R said!
I usually would use my old HP 6612B for these types of test, although because it is in desperate need of a new fan I'll often just use the Tonghui TH6412 or my EEZ BB3 as they are already powered on most of the time and are also a bit easier to adjust up and down.
If I want really low noise and simple mV control dials, then I would use my Power Designs 2020B - but it only has simple current limit knob and a small analog meter.
Most PSU's don't have accurate low current read-out (HP 66xx/663xx and EEZ BB3 are exceptions). If you want precise current read-out then you probably should use a separate ammeter, but keep in mind any burden voltage that adds.