It is unfortunate; but aficionados of The Warrior Lifestyle(tm) are apparently stuck with pens.
That said, I can attest from experience, forged in the hellish fires of middle school, that a good, reliable, Pentel P205, .5mm, steel tip, is more than capable of drawing blood, as well as highly reliable for more scholastic tasks. It is also large enough to be comfortable to hold, and hexagonal to prevent rolling; but small enough that two or three can be stored in the breast pocket of an ordinary suit jacket without any odd sagging or similar issues.
Just a word of caution, though: mechanical pencil lead is conductive enough that if the tip of the lead is exposed to electrical plasma discharges, you will eventually fuse the lead to the interior of the pencil. So try to avoid that.