I purchased a spoke wrench with sizes from 10 (biggest) to 15(smallest). 15 is just small enough to round out the nipples on my wheel, but not small enough to actually turn them, so I surmise that I need one size smaller, however I can't seem to find any sizes below 15. How can I obtain a wrench that I can actually use on my spokes?
Unfortunately this is almost certainly resulting from a ring-type spoke wrench that's loose-fitting and not very well made, of which there are sadly a lot of in the world, despite there being nothing wrong with the core design in this way. (I believe the way it works is that cheaper ones have the wrench slots forged in and nicer ones have them machined in and then are hardened). So your options are either get a tighter fitting multi-size wrench or a one-size, which don't tend to have problems like this.
It wouldn't surprise me if there were all sorts of nipple sizes smaller than 15g in the long history of bikes, but they're pretty rarely encountered now if so, and never on remotely recent conventional nipples.