Look for model engineering supplies.
0.0225 isn't actually all that small, some drillings are only 0.013" (pilot jets may be smaller)
You will break carbide drills so use steel ones, they flex.
Cheaper may be better, your only 'drilling' crud and corrosion so doesn't need to be super hard.
Get set of pin vice though, easier to hold drills.
I get mine from Victor machinery Exchange in NY.