Copper has also been an electrode material. I've had hardened S7 alloy edm shaped to de-gate dozens of very small plastic parts for pick and place decades ago. Since graphite is the electrode of choice some shops have specifically isolated rooms with lathes, mills and other tooling to isolate the mess from other areas.The shaped electrodes are usually made from a carbon rod. They are machined for the shape needed.
It isn't just about the resistance. The electrochemistry matters as does thermal conductivity.How about using hypodermic tubing for the electrode? 18 ga. (.050) tubing has a resistance of less than 1 ohm/ft. McMaster Carr sells it as precision miniature stainless steel tubing from .008" to .253" O.D.