You can get .5mm and and .7mm crochet hooks at most craft places. These file down nicely. Look carefully, and you will find the better stainless steel ones, and not the cheap aluminum ones.
Also, you can keep your newly made pick in the same vinyl envelope it came in. Thus, instead of people thinking you pick locks, they'll just think you have a strange hobby. Tell them crocheting is relaxing.
I have a female friend who keeps her lock picks in a crochet hook case, and it not only looks excellent, but she jams it into a bag with yarn and her other craft stuff. She could be anywhere, and I doubt that anyone would even raise an eyebrow.
Look over the forum using the search button for information concerning making your own picks.
Good luck,
Romstar