You won't be the first.
I would recommend using a keyblank for the type of lock you are making a pick for, and machining it into a tensioner. It can be done with a dremmel and files if you have a really steady hand, but I would recommend using a milling machine if you have access to one. Piano wire is probably the best bet for making the wires, 16 swg or 1/16th inch or 1.63mm Ø
Here's a link to a previous homebrew success:-
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