Kevin, I'm a big proponent of "the right tool for the job" but, if the bank acct. won't tolerate a C-note for pin gages right now and you don't have a lathe, I think I'd give a go at finding a piece of all-thread that was as close to, but plus on bore size. Chuck it in a drill and see if I could file and sand it down to the size you need.
By the way, if you can cite the bore dia. over the grooves, I have about 40 to 50 individual gage pins that are not part of sets, and are in no way high dollar. As I recall, most, if not all, are 7/16" (4375.) or smaller, but I'd be happy to do some prowling around the shop and see if I can find something that might be of help to you.
EDIT: Reason I said "bore dia. over the grooves" which you can measure from your slug, with that, dia. based on lands should end up in the neighborhood of .006 to .014 under that. For 35 Remington would we be talking around .342?