For the axle it would probably be easiest to find something that already is the 3mm you are shooting for. However i couldn't find anything, so i had to make one. To do this, i put my drillpress on the side, and used it as an improvised lathe. I found a piece of fairly straight wood, and started turning it down with a wood chisel. When i was close to the 3mm, i got my caliper and fixed it at 3mm. Then i slid it down over the axle, removing the last bits and making the axle a nice uniform thickness all the way through. Make sure that you end up having more than 20mm axle, the excess will be cut off later.
The sleeves that go over the axle in both ends is made from a carbon fibre tube, that i had from an old kite, and it happened to fit perfectly. Make sure these also are more than the 3mm tall that it is going to end up as, it is way easier to remove that create material.
It is also a good idea to drill the holes in the slides that the axle are going to sit in by now. That way you can test the fit, and make sure you don't make a too small axle. You want a close but free running fit.