I make mine just like Dave.
Until recently, mine were all measured with just a hand magnifying glass and a ruler with mm markings on it. You can estimate the size to within about .1mm that way. Sometimes lately I've used my enlarger to project a circle.
Another trick is to hold the pinhole up really close to your eye and look through it toward something bright. You will be able to tell if the hole is round and if there are any largish burrs. ( You might also see "floaters"... cells floating around in your eye's vitreous humour. )