Had the same problem with finding the right size tassels (and they're all crazy expensive here, too!).
I make the tassels myself from rayon chainette (slinky yarn stuff) which I got from
Chainette Yarn 'cos I couldn't find it locally.
Another option, which I saw mentioned somewhere was to make the tassels out of sections of fringing. I guess you'd cut a few cm, roll it up and sew it together so it would stay.