Those are some interesting spark gaps on the Peter Small mod transformer. Looks like some parts from a fancy pansy lamp shop. I wish I new the source.
Terry, visit a hardware store with one of those 'small hardware' walls, all the slide out drawers of screws, washers, etc. Look for a box with lamp finials. They're threaded internally so that all you need to do is add a screw of bolt. They have simple ones like plain brass spheres that should work fine, or fancier types if you wanna pimp up your mod iron.
Another good choice is cap nuts also known as 'acorn' nuts. I've seen these on a number of transformers over the years. Nickel or chrome plated, they come in different diameters so you could make some pretty strapping spark gaps.
