Sparrows Lockpick Handles
This package includes handles for picks in 0.015 and 0.020 thickness, in horizontal and vertical orientations. The horizontal models provide a smoother feel, and the vertical models provide a more grippy feel. If you want to sand them after printing, then it doesn't matter which you use, but don't rotate the models yourself to change orientation -- use the appropriate already-oriented models instead, as the fitment tolerances are very tight and the two different orientations are sized slightly differently in order to account for the variation in layering.
I prefer the vertical orientation because it holds the pick tighter and the perpendicular grooves give a nice hand feel. You should just barely be able to slide the pick in, you'll probably have to use pliers for the last inch or two.
I've had the best luck at 300 micron.