I was using "wire mesh tube" and I was restricting the search to .com.au sites since I didn't really want to buy stuff from the US or the UK.
However I did more searching last night and got a lot more hits on the phrase "wire lace" which is apparently another term that people use.

Try an image search with "Using marbles as jewellery". There are some lovely ideas, including crochet!

Oooh, will do!