The industrial wire guides in the BaxEDM example machine were found on Ebay a few years ago and are originally from a Fanuc machine. Ebay does however not list many.
By far the best offers can be found on AliExpress. A good query is “EDM wire guide S103 0.255 mm” This will lead you to wire guides from Sodick, which can be found for prices as low as 25 Euro/piece. The YouTube user TessenCNC also uses these.
Here’s what the Sodick S103 guides look like: