"One moment" is more colloquial than "a moment"
I'd perhaps go as far to say that "a moment" is never said in English
"One moment" is correct. Never heard "a moment"
If people say "A moment" in English, it's part of the phrases "Just a moment" or "Wait a moment." It does not appear by itself.
I agree with everyone. "One moment" or "hang on" (slang) would be a more natural English sentence. If someone said, "a moment" we'd understand, but that's not natural sounding.
I thought one moment was hetkinen but I'll defer to the experts here
While there is not a general diminutive form of nouns, some nouns have, like hetki and its diminutive form hetkinen. AFAIK both gets translated into English as "one moment".