I used to buy 5mm .8 stainless steel all-thread rod from a metric supplier here and make my own cocking rods. Yes, you could kind of squeak by with 10-32 rod instead, but it's not a PERFECT fit (10-32 is just a wee bit loose in a 5mm .8 nut).
But, in my case, I didn't want to take any chances so I bought the metric rod at a store in Houston that specializes in metric fasteners. The stainless steel gave me more confidence that the rod wouldn't break too easily. FWIW, McMaster Carr also probably sells the stuff, as they have a wide selection of metric parts and fasteners in many materials.
Safe and Happy Shooting!
Ed Krzynowek, The Airgun Tune-Meister
"We can rebuild the squirrel. Make him stronger, faster...We have the technology"---Skyler M.