You could possibly get a length of 4-40 or 6-32 threaded rod and put nuts or locknuts on both ends; and cut off any excess length.
I looked for the metric stuff at the 3 sources I know
http://www.mcmaster.com McMaster-Carr
http://www.microfasteners.com
http://rtlfasteners.com
None have lock nuts in 3.5mm but all have regular hex nuts in that size.
McMaster is $1.18 for 100. Shipping rate was not obvious on the site. They seem more geared toward dealing with businesses than individuals, but they will sell to everyone. I have never ordered from them.
Microfasteners is $3.20 for 50. Shipping is $5.
RTL is $1.35 for 12 or $2.35 for 50. Shipping is $4.95
I’ve ordered from RTL and Microfasteners. RTL has better pricing on a lot of things but Microfasteners beats them on some. Shipping is pretty quick from both.