Have never tried that, Jeff! Good idea, as they come in precisely-measured sizes. Mine are mostly 11's or 12's, but 10's are the most common, and they will be available anywhere that sells strings.
I think most people use numbered sewing needles to make pinholes of a specific diameter.
I have ordered a laser-cut pinhole from Lennox laser. It was very nicely made, and totally reusable/swapable, of course. I used it on my wide angle 12x20 box camera.