I got the tip to use welding tips for an extruder nozzle from Andy. They come in packs of five from Halfords for £4 on-line and £5 in the shops.
They are made from copper and have a 0.6mm hole down the middle. The thread is M5.
I drilled out the one on the right to 3mm, almost to the end, to reduce the pressure needed to extrude. They drill easily if the drill is lubricated with a little paraffin. It's a shame they don't work as is, but all the same it is much quicker and easier than turning, drilling and tapping the standard design.
They also simplify my evolving extruder design because the heater block no longer needs a spout. I can simply drill and tap the bottom of the melt chamber M5 and screw these in. I can also change the M8 penny washer for an M6 one. That allows me to reduce the outside diameter of the PEEK collar to 8mm so it can be made from the same stock as the thermal transition. The area of the collar will be less so it will conduct less heat.
The 0.6mm orifice can be made smaller if necessary by filling it with high temperature solder and then drilling it with a fine drill. Solder is very easy to drill so less chance of breaking a fine bit. Also Vik Olliver suggested you can make a small hole by soldering in some fine Nichrome wire and then pulling it out again to leave the hole (solder does not stick to Nichrome).
I haven't tried one yet but I can't see any reason why they wont work well.