I can't seem to find that measurement info. at the moment, but you might try the gretsch websites/forums as well. I thought I remembered someone discussing that topic on here in the Guitar section before, but it might have been for one of the other Setzer models.
My thoughts on your particular issue are:
1. If the rest of the strings are fine, you're just having issues with the two E's, maybe you could try adjusting (raising/lowering) the individual string action (saddles) for each string instead of the entire bridge.
2. Are you using the standard (0.10's) string gauge? If you are, perhaps the slit in the low E saddle is not wide enough to hold the string in place. Maybe you might want to file it wider by just a bit. If not, perhaps the low E string diameter is too wide for the slit.
Again, that's just a couple of my guesses. Maybe they'll help. Good luck either way.