It will never work like you expect it to BECAUSE the factory rods are rolled. I gave up on trying to do that because even when you manage to get some sort of threads on the end of the rod, they'll strip out in no time.

Instead of trying to thread the rod itself, just solder on a 4-40 rod end onto the rod. It adds no real weight at all, and it's every bit as strong and effective as a threaded rod.

Highflight