Source for a 6-pin DIL "stackable" header (for Arduino ICSP header)?
Samtec makes them, and surely others. They're pretty expensive though,and take some sifting to find a part number, and more to find someone that stocks them. 
Probably $3+ a piece in small qty, which is too rich for me. 

They should be cheaper from the orient, but I don't usually see these being sold to end user / in small quantity, so you'd have to get in touch with someone making connectors there and buy a lot, most likely.

I usually use the no-name Chinese arduino ones like you mention, and just cut them with wire cutters. Diamond disk isn't required.