Constitutive models are essential for assessing the mechanical response of complex materials, yet uncertainties in model forms and parameters persist due to the influence of micromechanisms and microstructural features. We develop Bayesian protocols to iteratively refine both model forms and the associated material properties for complex constitutive models. Our aim is to provide rigorous, probabilistically informed evaluations of improvements achieved with increasing model complexity. Leveraging high-throughput experimental microindentation data, the protocols involve three steps: (i) emulating FE simulations using multi-output Gaussian process surrogate models, (ii) calibrating an initial simple constitutive model against experimental data, and (iii) progressively enhancing model complexity by iteratively improving agreement between simulations and experiments. The various model forms are compared using model form probabilities and aggregate discrepancies. Sobol indices are used to quantify the identifiability of material properties, aiming to prevent parameter proliferation. We apply this protocol to identify the optimal form of cyclic plasticity models for duplex Ti-6Al-4V. Although tailored for cyclic plasticity models, these protocols hold promise for calibrating and refining nonlinear constitutive models across diverse material classes.