I will add that the rodchuck system (which is no longer available) was simply a progressive die system . For example when threading a 3/32 rod for 2-56 you would first use a 3-56 die then a 2-56 die . An 1/8 rod for 4-40 threads you would start with a 5-40 die the use the 4-40 die . Off size dies such as 3-56 & 5-40 can be ordered from many tap and die manufacturers . I would still anneal the end of the rod before threading to prolong the life of the die