I've had some good luck with square cedar fence spindles from Lowe's/Menards as well - and they a really inexpensive. The corners have a slight roundover to them, but as long as you get the pattern on there straight they still work well - and the cedar cuts like butter.
Also, last week I decided to try and alter the pattern for the bird portion of these. I like the look that I get when using trustone for the birds, but it has gotten really expensive. I figured out that you can fit two of the top profile of the pattern on each blank so now instead of 4 birds from each one I can get 8 - makes it a little more economical to still use trustone even at the higher prices.