I bought them off gp2x.fi, you might find navigating a bit hard since it's finnish. 1€ each, minimum order is 2€ and they didn't charge postage in finland.
I made a couple of them myself with the plastic bar of a pen and a bit of putty. They are rounded and longer than the official cap and much more comfortable for me.
The text reads: "the long joystick", "the USB Host input", "my little fingers testing the modification".