I haven't seen anyone mention this on the forum so I thought I should make sure everyone knows that you can increase the tessellation value on the probe to make it appear better on screen. It also makes collision detection work better with small diameter probes (Less false positive collisions detected - it also helps to have the tessellation value set smaller on the part model).
In the registry there is a setting called
ProbeTessellationMultiplyValue. The default is 1. I prefer it to be set at 0.1.
Below is a close up of a 1mm stylus with different settings for comparison.