In a quest to find round-profile nut files which don't suck like welding tip cleaner sets, and which don't cost an arm and a leg like the Hosco / StewMac sets, I trawled AliExpress to see what might work. I chanced upon these diamond coated round files which were under a dollar each (maybe an intro discount) and ordered some as a test. I got the 2.2mm, 1.5mm and 1mm size, plus a smaller 0.7mm file from another provider. These correspond to string gauges of 0.086, 0.059, 0.039 and 0.027 - i.e. spanning from the lighter end of bass to the heavier end of standard guitar. Anyway they arrived and they're great - basically tool steel rods with diamond grit on half their length, nice round profile. I haven't tried them on a nut yet, but I think a combination of a fine saw to make the cut and these to open up a round bottomed slot will be excellent. The smallest one is annoyingly short but should be more usable than the welding tip cleaners, which bend every time I use them!
I think I'm gonna get some more sizes if I can find the right ones.
EDIT: there is a multipack here with the five smallest sizes spanning 0.027" to 0.100" for about $US12 plus a bit of shipping - seems like the easiest option:
https://www.aliexpress.com/item/1005004890664840.html
I've also ordered a set of flat diamond files which I hope will get me down to 0.3mm (0.012"). No idea if they are round edged tho.
https://www.aliexpress.com/item/1005006704533967.html