Ranger Rick sells a folding one (or of course you could make your own by backing a few small mirrors with duct tape).
He also sells a 2 inch by 6 inch one that folds down to 2 inches by 2 inches, but only as part of one of his inexpensive kits.
The Sock

<FOLDING SIGNAL MIRROR – The only folding signal mirror on the <market, when closed up it's just 1 x 2 inches in size, when <opened it's 2 x 3 inches. It's so compact and light you <shouldn't have any problems finding a place to store it. Either <carry it in your pocket or any size survival, made of durable <acrylic plastic and only $3.50 each, shipped from Italy.