Roll Your Own. Just put a pencil, pen, dowel rod, etc...
I used a large size ladies bobbypin (looks a little like a long cotter pin). I used wire cutters to shorten it to the length I wanted and used needlenose pliers to shape the loop on the end so it was symmetric. Roll the amount of tape you want on it, I did it by hand, not with a drill, knowing my ineptitude could easily end up with me mummifying myself otherwise! When you're done you have a metal loop sticking out the end that you can use as an attachment point for your keyring, etc. You could also use a long skinny eyebolt from the hardware store in place of the bobbypin.