You could try making some. It is a little spendy, but it may be useful. Here is a link: http://www.instructables.com/id/mini-pencil-for-survival-kit/

Here is a link to the Staedtler site showing a thick pencil lead.
http://www.staedtler.com/Mars_carbon_gb.Staedtler

You could also try sourcing the pens for the Swiss Army knives.

Good luck.

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My $.02