Just wondered if there is any way to check the paint depth on painted plastic such as the bumpers, with a paint detective? And if not, what you guys use instead

Simple answer is no mate, a PD8 will only measure on ferrous and non ferrous metals.
To measure coatings on anything else, carbon fibre, platics etc you'll need one of these...
http://www.dftinstruments.co.uk/PosiTector200.aspx check the price though!!! That said it's a cracking bit of kit

looks like a bargin!
thanks for that bud, i guess the best thing to do is take a read from the metal surface close to the bumper and hope it the same. fingers crossed