I do work on wargaming models and have picked up a number of precision drill bits from a local model train shop. It's a $2.50 for usually a pair of bits in a bag, manufactured by Walthers. Check for train or hobby stores in your area. This
should be a link to a search that shows a portion of their range of precision bits. They do from size 43 to 80, which is .089 down to .014. These bits are the ones I use for hand drilling in a pin vise. They also offer a range of High Speed Steel and Carbon drill bits that run from size 50 to size 80. Here
is a search result for, apparently, all of their drill bits.