It looks like you are having a great deal of fun with that loco and what a great job you are making of it.
You mentioned that your gas jet had a weird 'metric' sort of thread..... well, the majority of the small gas jets used by manufacturers of camping gas cookers, DIY blowlamps and model steam loco's ('G' gauge etc) have a 1BA thread..... which is based on a metric form..... 5.3mm OD x 0.899mm pitch (0.2087" dia x 0.0354" pitch (28.25 TPI))
The gas jets I use (as do the majority of UK/EU manufacturers and at least 1 American company) were originally manufactured by 'Calorgas' who eventually sold their camping gas division to 'TAYMAR'...... who were then bought out (taken over) by 'COLEMAN'.... an American company.
It is, therefore, possible that JetBoil get their gas jets from 'Coleman', with their own 'CUSTOM' markings on them...... if so then they would most likely be 1BA thread.
These gas jets are available (mail order) from the following (amongst others): -
Then look under the 'BRUCE ENGINEERING' section.
sizes commonly available are: -
Number 3 which has a 0.15mm dia jet bore
Number 5 which has a 0.2mm dia jet bore
Number 8 which has a 0.25mm dia jet bore
Number 12 which has a 0.3mm dia jet bore
Number 16 which has a 0.35mm dia jet bore
All have 1BA thread.
The NUMBER system shown is still used in the UK/EU since this ties in with the original 'Calorgas' numbering system.
and you Know how us Brits just hate to change things.....
I hope this is of some help to you.