Anyone know where I can get shoulder screws that are legal for vex competition use?
VEX sells them in the Screws Category. Robotmesh also sells it.
http://www.robotmesh.com/vex-robotics/structure/vex-shoulder-screws
This a special size (to fit the square vex holes), so there is not an alternate industrial supplier for these. Also, industrial shoulder screws are precision ground, and this size (3/16") would run about $2 each, so the VEX price is actually a good deal.
Can you get them in any length?
You can but shoulder screws tend to be a bit pricey. Buy them from Vex or be prepared to shell out some dough.