if i recall correctly they are threaded 2BA. there are some tecalemit grease nipples on british ebay now for an extravagant bin #220360779798. these are identical to the ones on my 2 50's gillotts and would also have been used in the headtubes of earlier bikes.
and no you're not the only one who misplaces essential small parts. i had a few of these nipples in a plastic baggy pinned to the kitchen pin-board before i moved house, they were a good-will gift from an e-bay seller who had spent about a year sending me a purchase. where are they now!?
however i did just find the pinch bolt for my custom gillott stem - hooray!