Well, in other models I used standard 5mm LEDS that I chucked up in a drill and used a file to turn down the rim to the body diameter or slightly smaller.
edit: Body Diam 5mm, rim dia 5.8mm
Had to use care to not hit the pins. Then it would fit in where the incandescent function leds came out of, all the way up to the SX-3900.
I have not heard of 4mm leds as an established size. I am researching it now.
edit: mouser gets 22,000 hits for 5mm leds, and 26 for 4mm leds. and they are oval.
The 3mm LEDS I used in the past were too small for the function indicator lamp holder, thus the turned down 5mm.