Well if by piccolo you mean octave up EADG, the E will be no larger than roughly .050. You can use any normal scale bass string.
Using normal bass strings on a short scale is only a problem when they have a large gauge, roughly .085+. A large gauge doesn't wind round the post well and may break, this is why there is a taper between nut and tuner for the larger gauge strings.
Normal scale strings of .080 and thinner will probably be fine to use.
As always i recommend that you download the
D'Addario string tension chart pdf and learn how to calculate string tension. You can then order single strings and create a tension-balanced set that will be far superior to mainstream piccolo sets.
Keep in mind that if you go octave-up EADG the highest string will be a plain steel, just in case you hate those.
