I can't help you with the diameter; try going to a hobby store; they might have the "rods" for use in models, etc. for a LOT less.
At a local hobby shop, it was just a couple of bucks (maybe more than $2, but not much) for a foot or so. If they have it, just a foot or so of all of the diameters that are available and use whatever works best. I don't have experience at all with Sigs or their sights, but I thought I'd pass along the suggestion about the rod.
There might me some high end about the stuff used in Sigs that I'm not aware of, but I doubt it.
Edit - I'd just go here and buy a couple of feet of each available diameter:
http://thefiberopticstore.com/purcha...lament.htm#BTF
It'd save you a lot of time.