I have checked Edmund Optics and they don't offer mounts for such small lenses.
Also checked Thorlabs, Newport, laser2000, Qioptiq and they also don't 
have such mounts off the shelf. There is a possibility to make a custom S
Mount but I would like to check if there are already products available,
possibly with smaller dimensions, where I could fit in 2 mm diameter lens.
Wikipedia Lens mount page states that for small camera modules there are Mounts
from M12x0.5 all the way down to M4.2x0.2 (1/7" sensors). For example this sort of thing I was looking for
http://www.megapixellenses.com/sale-8078387-1-7-2-0mm-f2-8-megapixel-m4-2x0-2-mount-non-distortion-lens-plastic-2mm-mobile-lens.html
but minimum order is 100pcs.
Does anyone know some other vendors who sell such a micro lens mounts ?