This is another one of those “on a pinch” deals, I had to thread small diameters and a die was the ideal option however I currently don’t have a die holder (1″) … Here’s a way to improvise by using what I call a “paper clutch”.
The concept is very simple, open your jacobs chuck all the way so the jaws are inside the chuck body, place the die on the stock and push the jacobs against the die, now, in between the die and the jacobs, place two square pieces of sandpaper, I used 600 grit without trouble. This acts as a friction clutch and will slip past a certain torque value, but it will hold for threading brass and aluminum no problem.
Remember: the tailstock is locked, but the quill isn’t. You’ll need to keep up with the quill!

Die holder? Who needs one? — I know, the sandpaper is in contact with the die and the chuck and if it slips it will “polish” the surface of either or both objects, however that’s a small price to pay I say…
Once you’ve arranged this madness, to begin threading use your tailstock to apply force while you turn your headstock chuck forward using your key for maximum force, depending on the pitch of the thread you’ll have to keep up rather quickly with the tailstock but it doesn’t take a lot of practice to do this…
Alternatively you can try the same method but instead once you get the thread started, you can lock the die via the toolpost using an improvised tool so it indexes with the indent on the die, however without applying force with the tailstock the die will tend to skew off center during the first threads, so beware!
To back out the die you have many options, if you used it with the adjusting screw set to the minimum, you can try setting it to the maximum to ease the tension and hopefully you can back it out by hand, otherwise you can try a piece of cloth and visegrips.
Yes, it’s die threading on the lathe “ghetto style” but it works on a pinch.
Have fun turnin’ and threadin’!
Cheers,
Gus
PS: I promise to clean up the lathe soon…