After a lot of searching, I find 2 tiny and inexpensive pens, that are more suited to a wallet or elsewhere where you want something very thin. For a keychain, the pico pen and Inka both seem great, But I was looking for something for my wallet. The first link below is a bit smaller, and is about $10 shipped on ebay. Hopefully someone will find these links useful:

http://www.jetpens.com/Ohto-Petit-B-Needle-Point-Ballpoint-Pen-0.5-mm-Orange-Body/pd/5324

http://www.thewritingpenstore.com/p-149-derringer-wallet-pen.aspx