For such a small wire, you should be able to do it in one roll if the

wire is annealed.
.030 dia. wire is what you need.
You can turn your metal lathe into a crude rolling mill if you set
the
bottom roller in some kind of bearing block on the cross-slide, with
an
appropriately sized shaft chucked in the lathe for the top roller.
Size the top roller so that the bottom roller will slip under with
zero+
clearance, then just advance the cross-slide until you get the
desired gap.

Ken Grunke
Thats a great idea and I'm going to try it.
Thanks Ken