unfortunately those links don't work...
I don't know a lot about strain guages, but form what I can see, they're just FSR's, used for engineering/industrial measurement of mechanical strains. As such, there's an emphasis on measurement precision. Here's a link to an introductory explanation of strain guages. The big difference between FSR's and strain guages seems to be that FSR's will vary their value significantly, in an easy-to-measure way, while strain guages might have millivolt changes. that means you'll need a Wheatstone bridge type setup with sensitive op ams to amplify this change. (hey, Wheatstone was English... maybe you should look him up. )
That said, maybe we have an engineer in here who can actualy has expereince or knowledge about strain gauges?
Regarding FSR's, in europe you can get them from Conrad (search for pressure sensors, or FSR-149AS). I would also bet that such a small item would be easy to order from the States
Or you could try making your own! See the fluidforms tutorial here. Might be tricky in such a small space, but worth a look...
Another thought is making a five-coil pickup, a-la guitar, yourself. Here's a set of DIY instructions. the downside to this is that you would need some isolation circuitry between the pickup and the Arduino, but that would probably be easy to figure out, since there are millions of guitar pickups out there...
Two other sensing methods come to mind. One is kinotex.. basically fiber-optic fabric that detects deflection or bending very accurately. It's made by Tactex.
The other is the optical solution-- pressing the piano key metal deflects a beam of infrared, and you measure the light changes. That might work just by bouncing infrared off the metal key, and measuring the change.
Also, those old nintendo power Gloves come to mind... do a google search for those, and for sensor gloves, and you'll come up with stuff like this.