My dentists (two married to each other) like me so I bet they'd give me some old drill bits to mess with. I've got the Dremel variable diameter chuck so hopefully that would work for holding them.
I went to the local Lowes and asked the hardware guy for brass shim stock. He claimed they didn't have any. I don't think he knew what shim stock was. I got out my phone and looked it up on their web site, and found one entry for a 4x5" 0.01" thick sheet. After pointing this out to the hardware clerk he said something like "oh yea, we have that over here. I thought you wanted a BIG sheet of brass." Eh, ok. I believe I told him I only needed a small amount. Apparently it also didn't occur to him to tell me about what they did have just on the off chance that it was sufficient. Probably the best place to go would have been this chain of hobby stores in the area, but they went out of business. I'll have to try a less mass-market hardware store in my area. (I was going to Lowes anyway to return something, and would have been surprised if they'd had 0.002mm brass.)
This small brass sheet was something like US$4.50 and was in a drawer with "hobby" type parts... not in the rack with the usual welding stock, metal strips, rods, rebar, etc. It's a bit thick but I intend to experiment with using my dremel with the drill press type holder I have anyway, so thickness may not matter too much if I can do most of the "sanding" with a power tool and then polish up the crudeness with sandpaper.
I also bought a tin sheet of the same size because it was a little thinner and only like $2, so I figured it might be worth experimenting with. It's probably too soft for pinhole-making but I figure I might try it anyway and it'll come in handy for something regardless.
I wanted to make some fuzzy photos yesterday so I drilled my painstakingly made 0.49mm hole out to about 0.8mm (1/32") with a common drill bit in about 2 seconds without even deburring it. I'm planning to make another more precise pinhole with the brass anyway, so I didn't really care about mangling it. (Yea, the photos were fuzzy enough though I don't think the f number is really what it should be for 0.8mm at this focal length. Probably the fault of the tunnel-like hole and the burrs.)