You can't change the picking machinery, but the following does what you want, by enclosing the small sphere inside a large sphere whose opacity is zero:
scene.width = scene.height = 300
scene.background = color.white
scene.range = 1
a = sphere(radius=.01, color=color.red, name='inner')
b = sphere(radius=.2, color=color.cyan, opacity=0, name='outer')
def getevent():
hit = scene.mouse.pick
if hit != None:
print(
hit.name)
scene.bind("mousedown", getevent)