I strongly recommend sticking with commercial capillaries: a wide range (0.1-10 microL) of small and accurate volumes, flat-ended, and affordable. Also, by reusing instead of discarding them after each use, a 100 pc. box goes a really long way (dozens of users over several years).
Whatever your European location, you can certainly find more than one manufacturer/supplier, and some of the big ones have distributors throughout Europe, for example, VWR, ThermoFisher Scientific, Cole-Parmer. If you're in Germany, I recommend Carl Roth or Witeg.
Also, for a more comfortable use, a capilary holder (a.k.a. TLC sampler or spotter) is recommended. Check this one:
J. Chem. Educ., 2011, 88 (5), pp 673–674
DOI: 10.1021/ed1005932
http://pubs.acs.org/doi/abs/10.1021/ed1005932