When reporting to a picky manager, the best strategy is to be a picky employee. The fact of the matter is that your manager's thoroughness is not going away. It is part of her personality as well as her managerial style, and if you are planning on being successful in this department, you better plan on hitting the details very hard.
Although you indicated that she gives you detailed grief no matter how carefully you work, there is a way to deal with that. Rather than working on a report from start to finish, try to meet with your manager at various points along the way. If you have any questions about the level of detail that she is seeking, go over them at these junctures so that the final report more than covers all of these concerns. With this approach, if she wants to criticize you, she has to criticize herself simultaneously.
As part of this approach, it will also be helpful to show her specific examples of the ways that you are incorporating her comments into your work style. When she sees the impact that her inputs are having on your work, perhaps she will sense less of a need for nitpicking.
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