Seems im late to the party haha.
There were a few threads like this over on the WotC boards... and I think there were a couple on the Custom Mini's FAQ sticky on these very custom forums here. (Although it is a little sad when search doesnt work ahhaha
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The only perspective I can add thats different to all the great suggestions already
is that you can get from a $2 store, clear plastic coated twist-ties.
You get 20~50 per bag, and theyre also found in Hasbro packaging, bread and goldfish bags...
Anywho, these twist ties have the same thickness as a WotC lightsaber blade, can be painted any color (and with translucent paint, they look a treat!) AND the fact that they have a wire core means customising into SWMs is fairly easy. Just strip a segment of the twist tie as you would any other wire (that you might solder, "tin" etc) and using a pin or tack, careful press a pilot hole into the area you want a lightsaber.
Then, take the pre-prepared twist-tie lightsaber, and using pliers gently push the wire of the twist-tie into the mini. Tada! You've got yourself a lightsaber!
Using this method personally, I made my Asajj Ventress customs, Vooliff Monn and many of my post 2010 jedi have been made with this method (which I'll credit to Skinnerman02).
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Whatever method you end up using,
best of luck with your customising
and cant wait to see the results