Not too long ago I went to use my Cokin Z Filter holder and noticed that I had lost one of the nuts used to fasten the bolt which keeps the filter holders in place. Without this fastening, the fitler holder was laregely useless. I found a small nut on Cisco router's serial port which I pryed off to use, but this was only a temporary measure.
The hardware store. That is, I visited the hardware store, showed the gentlemen there what I was after and he promptly took me to where I needed to be and told me that the size of the nut I was seeking was M3. I had a wee look around and noticed a nut with small wings and thought, 'perfect'. I have large hands and have always found the small nuts on the Cokin filter holders awfully fiddly and these nuts looked to be the solution. I can highly recommend them.
If you do wish to use these nuts, and I can highly recommend that you do, remember to ensure that the winged part of the nut is perpindicular to the ground, that is, running from your feet towards your head. If you have them resting horizontal to the ground you may find that they become visible in your photos at wide angles.
The picture below shows the nut (in the middle of the holder) and the other nuts in place. Note the positioning of the green (good) and red (potentially bad). Good luck!