How thin do the wrenches need to be?
European wrenches, particularly the German ones, tend to be thinner than standard US wrenches. It can vary with the wrench model. The Double Open End wrenches are usually the thin designs, followed by short or regular length Combination wrenches.
If you need wrenches thinner than the "thin" European wrenches than you might want to check the specs on DIN 894 patter wrenches. Most European manufacturers offer the design and the prices are usually reasonable. Gedore makes the DIN 894 wrenches in both metric and SAE sizes.
Thinner USA wrenches are usually Tappet pattern wrenches. Craftsman seems to be the most common brand. Armstrong also manufactures them. Metric Tappet wrenches are hard to find. Facom is the easiest metric style to find. Snap-On manufactures Tappet wrenches in both Metric and SAE sizes but calls them Slimline wrenches. As you mentioned the wrench sets are fairly expensive.
Martin, Proto, and Armstrong also manufacture Single Open End wrenches called Check Nut wrenches. The wrenches should be as thin, or possibly thinner, than tappet wrenches. Both Martin and Proto manufacture the wrenches in a wide range of sizes in both metric and SAE.
If you need really really thin wrenches you might want to check with companies like Park that supply bicycle tools.
