Dubro makes smaller size metric taps individually and in sets. I have 2, 2.5, 3, and 4mm sizes. They come with a proper size drill bit and the tap. I bought all mine on Ebay.
I buy all my screws at a local bolt and screw supply company. They have a min. purchase but the price of screws is less than 1/4th the hobby price and they are machine grade, they also sell bits and taps. They carry lots of 3.5s. The counter guy said they are used mostly in the electronics field.