Indeed in metric land 3.5x0.6 exists.
If one calculates the diameter and pitch in mm of your 6-32 one gets:
3.505x0.605 which is just one micrometer too much or one fifth of your hair thickness...
In fact I'm surprised that doesn't fit.
So, if I only had 6-32 screws on hand I would give a little 6-32 tap which should be very easy to do.
Just my two micrometers guys...
Renaud