I thought I would leave a note for anyone else who faces this issue. Basically I called Cooper Bussmann and talked to an engineer who was quite nice but then failed to send me the required data, I also submitted an email which did get me data. They will send you samples of transformers that are unlisted on their website but are made for reference designs.
I got the feeling at least a reel would be minimum for volume (300-400 units) but they would give me samples for free...
However, given that I tend to want my designs to be accessible to people with just standard suppliers I decided to give up on 5V -> +/- 15 V as the design, and in place of that go for 9V -> 18V.
There are these semi-standard transformer-inductor coils which Cooper calls versa-pac and Coiltronics calls Hexa-Coil. Their specs are quite similar for the two companies giving pretty much a two source item which is always a nice thing. They have 6 identical windings which allows for a step up of 2x with center taps.
So for 9V in you get +/-(18-2 diode drops) basically. Which gives plenty of headroom to regulate to +/-15 Volts on the output. The sticky point with using these coils was trying to figure the inductance to pick.
Specifically knowing what the saturation current vs what it would be in actuality. I haven't built up the circuit I am designing but I did simulate in LTspice.
My feeling is basically that the highest inductance you can get on any particular core is the best, because field grows like N and inductance grows like N^2. Since the magnetization current goes like 1/L you win by going to higher L so long as your circuit can drive the large inductance properly.
Well I hope that helps some people. Another option to step up beyond 2x would be to cascade these off the shelf transformers, that would let you do any multiple though that is an expensive and space intensive solution.
I also should note I think my Isat value isn't right above, I think Isat just needs to exceed the magnetization current not the total in or output current as the field would cancel due to transformer action to the extent the transformer is ideal... I didn't originally think of that when specing the coil.