0 size SHCS use a .05 hex. I think that's likely the limit for a socket head; smaller than that would be phillips or slotted (e.g., screws for optics and watches).
Charlie IMHO the best source for such information is the Machineries Handbook.
IMHO the best reference resource for machinists and Mechanical engineers. if you are serious about learning this hobby you should get a copy . IIRC they are up to the 29th Edition. If you are a student in machining or Engineering get the latest one. if you are just a hobbyist just about any edition will do.
if you like learning the old ways lean toward an older edition if you wan cnc info then get a newer one or one old one new. the original 1915 Edition is available on archive .org.
An reading my MH I concur with KMOV for the 2,3,4 "0" sizes youmay be limited to slotted.