What I do is
-I select a wire gauge that matches the size I’m after
-I bend it in the middle, put the loop end in the vise, the other in the pin vise, tighten both and then rotate the pin vise until I’m happy with the “thread” size.
-Finaly, I run a heavy roller over the side of the wire thread.
The result is something like that
HTH,
Cheers,
Angel