I have been using these for the shoulders https://www.amazon.com/dp/B079NKN7HF/ref=cm_sw_r_cp_apa_i_Y1PlFbPJYRZ02
I find that they have really good strength for their size which is awesome. I tried smaller ones before but they were too weak. The arms just kept falling off or wont stay in the pose I wanted.
I recommend these. They are the perfect size for most 40k models and they come with a matching drill bit.