Emery Board: After pieces are fired, there might be some finishing work needed just as with any metal work. However, little filing is required, so an emery board or fine sand paper may be used.
Olive Oil: Clay can be sticky.
Olive oil should be applied to hands (you dont need much), and your roller to prevent the clay from sticking.
Metal Mesh: A small piece of metal mesh is handy for drying clay before it is fired.
Vermiculite: If you are making three dimensional pieces, such as beads, after they dry youll want to place them in some vermiculite. Then they can be fired in this, and you wont get a flat side to your piece.
Textured Scraps: Lace, mesh, and other textured material is great for creating textures in the clay.
Distilled Water: Occasionally the clay will dry while you are working with it. Dabbing a few drops of water on the clay helps re-hydrate it.
Boy, that sure seems like a truck load of supplies, and Im sure you might find other tools that would be helpful with making metal clay jewelry. However, I was able to find many of the supplies listed here around my house. You probably will also find all kinds of items that you could put in your clay tool box.