Slide around to a local hobby shop that has radio control model stuff. They'll have a scrap of the super flexible wire in around 12Ga that has literally hundreds of strands. I just measured a piece of this and the single strand is 0.0025". And trust me, that's pretty well as skinny as you're going to want even for a cross hair wire. At least from the broken scopes I've had apart the wire strand seems like a good match. Or it may even be too thin. 2.5 thou is REALLY small already. And I do have some .001 nichrome here and it's so small that unless the light hits it just right or you're looking at it on a white paper it's pretty well invisible.