Thanks for the responses but I still haven't been able to find a roll of cable with 10 or more different coloured wires which each measure about 1.4mm across the insulation. I believe the wire should be 24-26AWG (from information I have received here) but I have ordered both 20 AWG and 28AWG from Amazon and the rolls delivered were the same and both far too thin to crimp.
Crimping sets and tools for both Dupont and Grove connectors are available all over the internet, I don't understand why the wire is so difficult to find. Here is photograph showing the cable type I seek crimped to a Dupont and a Grove connector.