If you do Costco (store locations in SLP, EP, and Maple Grove) you should be able to find plenty of Tellicherry peppercorns for a reasonable price. The container won't be small but whole peppercorns keeps quite well.
I second Penzey's. They would have them. They have stores in Lakeville, Uptown and on Grand Ave. in St. Paul. Beware though, they close at 5:30 on weekdays and at 5:00 on weekends. I'm not even sure if they're open on Sunday. Tough hours for 8 to 5 folks.
Penzey's, by far. if you know in advance what you need, order online. there is no Penzey's anywhere near my house in florida, and that's what we do. quick service, online ordering very easy. the BEST, freshest spices anywhere, prices reasonable.