Hey for a first go that ain't half bad! You got the general idea and that's what counts. Making an effective tool as stated before is also largely determined by the raw material, i think you got the general idea tough and that counts.
With some proper materials you'll be set for some good fun! What also works is feeler gauges

They are easy to get and there's lots of material to work with, you can experiment and if you use the thinner once to make your final lockpicks and the ticker once to pratice you will have some really nice tools! Big plus is that the are already really smooth so sanding isn't required. I suggest using some Key files or a dremmel for the job.
Have fun!