Get Your self a Die makers set of files called "Riffler File Set"
The one I used was a 12 piece set @ $7.00 cdn
Purchased at Summit Tools in Burnaby BC
Imported By a company called BRICO
The set is double ended so you can make 12 picks from it.
A tad thicker stock than necessary but easily sanded/grinded to size.
I have a belt sander and a grinder and fashioned a diamond and a snake in about 5 minutes using this stock.
You will need to heat the ends and hammer them flat but well worht the effort.
Good strong steel.
When I get around to making a full set from them I will post some pics.