Summary

I have designed this filament run-out sensor made from just your choice of filament and a couple strips of aluminum can. I have not tested it yet, but it should work as long as your aluminum is free of any paint or plastic.

Two strips of roughly 3.25mm wide aluminum can will fit in the slits on the in-side of the part. These strips will converge forming a switch which will be "off" when there is filament in the part. When the filament is removed, these aluminum strips will once again touch creating a closed circuit.

As you are inserting the angled strip of filament, I recommend bending the tip (roughly first 3mm of aluminum) upward so that it will not get caught on your filament as you are removing it. Then, bend the end section (maybe 10mm of aluminum) downward so that it will make a good connection with the other flat strip of aluminum.