I
think you're talking about the same battery that goes into a 1957 Magnavox AM-2 transistor radio. If so, I went down this road a couple of years ago and came up dry. Camera shops and Batteries Plus said "sorry". I built a 3-by-AAA holder just like you suggested, instead. Worked so-so. Since then I've found that a lot of the super-bright LED flashlights have a cylindrical 3-AAA battery holder that could probably be more easily modified than starting from scratch. I never got around to trying one of them though. I would consider that route though...
OK, I asked Google. This one:
http://www.radiolaguy.com/info/4.2volt_MercBat.htm
He did a better job than me...