Threading the end of the bar with a #4-40UNC die.

Just need to put a chamfer on the end with a 45° tool and I'm done.

This time I'll put the chamfer on first, while the bar is at full diameter.

After switching to using a file to do the chamfer I then created a bunch of off-axis threads by misaligning the die. This was my solution.

At last, five tries later, a decent thread.

That actually does the job.

My cheap knurling tool.

Not bad for a first attempt.