After search the internet and fastener / hardware stores unsuccessfully, I happened to notice that certain clothes-pegs have springs that seem perfect for the job.
Sourcing the clothes-pegs turned out to be relatively easy....
The ones that I found are:
Branded as: "You Save"
Pack size: 48 pegs (with one spring each) (Can't find it on their online shopping page)
Sources: Pick 'n Pay (~R26 per pack of 48)
Free length: 16mm
Wire thickness: 0.9mm
Turns: 9 (first and last one flattened)
Outside diameter: ~6.4mm (Fits M4 / M3 screws)
Turn "pitch" (relaxed): ~ 1.9mm (including 1 wire thickness)
Spring coefficient: Unknown
Material: Unknown ("rust free", looks like it might be zinc coated steel)
The pegs themselves seem to be made from PE and might be recyclable into filament with a filament extruder.
This thread on the RepRap forums seem to mention the same springs.