Julie,
Go to your local hardware or lumberyard, find the area that has sandblasting items. My husband has a business that he does a lot of sandblasting and he buys the fine walnut shells in large boxes a lot cheaper than the pet store prices. He also buys very fine emery sand. When making pin cushions, I make a small muslin bag to fill with sand or shells and that keeps all of the grit from coming out.