I bought some SAE well nuts from the local Ace Hardware store. They had several sizes on hand. I didn't look for metric at the time, but it might be a faster option if you have some good hardware stores near you. Of course Murphs is usually pretty fast, within a couple of days anyway.
They are 5 mm. As another poster already said, Murph has them at a more reasonable price than any dealer; I think he sells them in packages of 5, which is great to have a few lying around as they do fail now and then. I have not lost any but I have had a few crack from aging and drying out.