Wow Kelly, you're lucky in your area!
What a coincidence, I just came back from Home Depot myself, this was the 2nd store I've checked out (the other was "Wally-World" about a week ago). Around here, the smallest I've found is US 7. Maybe I need to try a few more, different stores to obtain the variety I'm looking for. Or perhaps skewers, or as mentioned earlier chop sticks might do the job. But I know these are made of more porous and flimsy wood, which might not hold up to rigorous knitting. I guess it just depends on the quality of the wood.
I noticed dowels come in 2 varieties.....the less expensive "Hardwood" (though some of the labels say "S/W" for Soft Wood...they're all likely Pine) and the slightly more costly Oak (which is a good hardwood and likely easier to find east of the Mississippi).
I'd say the Oak is better reserved for after a few of these have been made and experimented with in projects. My guess is these "hardwood's" will likely snap easily, especially if they're smaller sized. I'd say it may well be a different story with the Oak ones though.
I'm gonna try the "hardwoods" first, because I know it'll be easier to file down because they're a softer, more porous wood. Once I know what I'm doing, I'm switchin' to Oak and then make myself a full set of more durable sizes for this tight knitter.
For now, it also looks like I'm going to have to use my old, basic carpentry and woodworking skillsto make the dowels I do have any smaller. Turning my cordless drill into a "lathe" by clamping it in a vise and then by pressing either rough/medium/fine sandpaper or a chisel against the spinning dowels. I'll do the same with my larger sized dowels for the larger size needles.
Then, all of these puppies are gonna go through an old school style, hand crankin', dial-a-hole size, wall mounted pencil sharpener like a buzz saw. bruahahahha