Small piezo buzzer with low voltage, low current
PUI has the AI-3035, a piezoelectric buzzer rated for 2-5 Volt operation, nominal 3 Volts, and with a maximum current requirement of 9 mA. 



The dimensions are 30 mm diameter, 20.5 mm height excluding leads. The Digikey pricing is $3.55 each, but you can find them on eBay sometimes for as little as $1 including international shipping. 

PUI also has a piezo buzzer rated for a nominal 1.5 Volts, ~5 mA, the AI-1201B, but no datasheet seems to be available for it, so it isn't definite whether it can withstand the 3 Volt supply mentioned in the question.