Target screening - Buy-Side Advisory

Hi there, I am currently involved in a buy-side advisory project. We are engaged by the company to look for targets in some specific sector in a specific country. I want to learn about any recommendations for the approach i should follow. The company is interested mostly in small targets so searching listing companies is not helpful. I tried to find all the companies involved in the specific sector but they are thousands and difficult to find financials for each of them. Even if I was able to find financial they are so many for my initial screening. I am keen to listen from people who have worked in similar projects.