You could also try looking for second-hand tools from unlikely sources...
I've heard lots of people have success with dental tools, but I haven't tried that route.
And then in my last job, we used a few tiny (~1/32") end mills, but being so small that they broke pretty easily. I've taken a couple of the broken ones home and tried using them with varying success... they're very sensitive to direction/angle of use. So if you can find a machinist, you may want to ask if he's got any small broken end mills (it may help if he works at or has done work for a scientific company or a university... I think they're more likely to come up with odd-ball stuff that needs cutters that small).