Lots of odds and ends as several have mentioned, Pen tops, small bottle caps many dollar store little plastic "thingies".
but I have to say: If your not going to order some of Fliskits supurb balsa nosecones. I'd say turning your own from 3/8" square Basswood produces the fines, easiest to turn cones. Balsa is a bear to turn down that small, but can be done with sanding blocks rather then cutters. and while 5/16" hardwood dowels do turn out OK they take a lot longer to make then starting from a square of Basswood.
22lb Sign foam also makes decent micro nosecones.
Sometime blue or Pink SM close cell styrofoam can be turning using sanding blocks and files but they must be either tissued or glassed to stand up to handling and landings
T4 and T5 size cones we can go back to balsa if you wish
