Bit late to respond to this, but wanted to log just in case someone else has the same trouble. Getting small quantities was a little annoying, but I bought a piece of UNC allthread off GWR fasteners (an ebay shop), and some 1/4-20 machine screws from "Stig's Stainless Fasteners" (www.a2stainless.co.uk), both of whom had no trouble with tiny orders. Got my tiny little hobby mill up and running (well, I don't have a spindle yet, so I'm at the "tie a pen to it and try plotting some G-code" just to get the hang of it, but it appears to be working OK).

Thanks for the response; let me to the right searches.