> Is there any manufacturer that does smaller through-hole resistors?

Sure. You can get 1/16W in through-hole. Did you look ?

http://parts.digikey.com/1/parts/1112192-resistor-10k-ohm-1-16w-5-axial-hr01
103jr.html

> Even better if they actually write the resistor value on it instead of
> playing a colour game.

What's so hard about the colour "game" ? If you switch to SMT
they have the value printed on them. You still have to figure out
that 684 means 68 and four zeroes though. If you're considering
this for manufacture, why would you worry about it anyway. You
just specify the part

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