Reddit reviews Du-Bro 852 30" Micro Push Rod

Yes, these are quite common and much lighter than bicycle cables. They're sold as 'flexible push rods' or 'control snakes' by companies like Dubro

http://www.amazon.com/Du-Bro-852-Micro-Push-Rod/dp/B0006O4HZO

http://shop.dubro.com/p/48-flex-cable-assembly-qty-pkg-1/aircraft_push-rods-accessories?pp=48&sort_selection=recommended

http://shop.dubro.com/p/48-lazer-rod-qty-pkg-2?pp=48&sort_selection=recommended

They use a plastic outer and either a thin metal inner, a plastic inner, or sometimes a thin metal inner and an intermediate plastic sleeve to reduce friction around bends.

There are various ends. Either a metal fitting screws into the inner plastic tube, or a threaded metal end is crimped/soldered to a metal inner, or you just make a Z-bend in the inner wire.

You should be able to find everything you need - but you shouldn't need a lathe to make your own. A M2 tap and die is pretty cheap.