I made a woodruff key like that - I found a piece of scrap metal the right thickness, cut it as a rectangle close to size with a hack saw, then held it with a pliers to a bench grinder until I had shaped it into a curve on one side - it worked great. Note that key is mainly for assembly, once the nut is tightened properly, with zero lube on the tapered shaft, there is little or no stress on the key. This was for a motor like yours.
If you want to buy one, go to marineengine .com.
This link will take you to it:http://www.marineengine.com/newparts/part_details.php?pnum=OMC0302602