Sounds like you've got a TB6560 controller, you'll regret it.

1) 10mm is too thin for the Z-axis, 20mm would be much better.

2) Have you tried linearmotionbearings2008 on eBay? Send him a message to get the 'best price to you'. If you've got a lathe you can make your own, which should be much better and more accurate than the cheap ones that often need a bit of adjustment to get working well.