You can make custom springs of any size on the lathe with music wire (piano/guitar strings)!

D'Addario solid high carbon steel acoustic/electric guitar strings are available from Tom Lee Music for $1 each (#16=0.4mm, #20=0.5mm, #24=0.6mm) and Amazon for a bit more. There are a lot of strings, so look for “Plain Steel Guitar Single String”, PL0xx where xx=07-26 (e.g. PL016 for #16/0.4mm).

For 0.8mm and up you're looking at piano strings, which are apparently hard to buy in Canada (you have to be a licensed piano tuner!). They can be purchased from AliExpress however, or from most hobby shops as 'music wire' - see the suppliers wiki page for links.

Toms Techniques has a great video on the process for making custom springs on the lathe.