I'm not sure they will have exactly what you are looking for, but you could check out the store Gem Palace on Etsy. They sell small loose rose cut gemstones.
I have 3mm rose cut sapphires. I have a bezel set 9 stone in rose gold and 2 as side stones in my ring DK is making me. I got mine from JoopyGems. Julia is such a sweetheart!! She might be able to find 4mm ones, just ask her.