My material is pure-Titanium Grade2 and that's diameter is 5mm which is the base of choosing other parameters. I obtained some data from ASTM E8&E8M for diameters 4 and 2.5 mm but they do not give the gripping length and diameter.
as is says in "Note 3" (in excerpt from E8/E8M attached) If the ends are to be held in wedge grips it is desirable, if possible, to make the length of the grip section great enough to allow the specimen to extend into the grips a distance equal to two thirds or more of the length of the grips.
With respect to the diameter of the grip section it is not overly critical as the section with the smallest cross-sectional area is what will be deformed in the test.
You can certainly scale the dimensions if you would like to test a sample somewhere between 2.5 and 4mm dia. you just have to clearly state what you did!
However as it states in "Note 4" you should keep the gauge length 5 times the nominal diameter [E8M] so that the elongation values are comparable to those obtained from standard test specimens.
Good luck!
(Perhaps test out your sample geometry and method on a mild-steel sample first!)