Larry-
If you want to buy them, I'd recommend playing around on ebay. You can find NOS (new old stock) in brands like Nicholson for cheap, and they will come from an era when that name actually meant something. Many lathe files have safe edges, but are often very large files.
The files I showed in the video you mentioned actually came with a safe edge on one edge, so I just had to grind the teeth off of one side (main flats). But it's not a big deal to start with a standard file.
IMHO, you want to keep the file as wide and as thick as you can. If you have to grind them down to needle file size, then they WILL flex when using them... and that makes it hard to execute a precise cut.
If you want to make them, (especially for guard work) then I'd recommend you get some decent 6" files and just use your KMG to grind the teeth off two sides (one flat and one edge). Use a sharp belt... you don't want to burn up the high hardness of your files.
Clean the teeth out with your file card OFTEN!!! Like every few passes... the side teeth are especially susceptible to loading with swarf--- and either gouging your work or shearing teeth off the file.