Another good source for small dies and hand tools is your local hobby
shop, especially one that specializes in radio control model airplane
stuff.  The push-rods used to drive the movable control surfaces in these
planes are often made with threaded rod.  They usually stock quite an
assortment of these threaded rods, in different diameters and lengths.
They are not very nicely finished, but could be used in a pinch.

If you can measure the thread pitch of the push rod you might find it
to be a standard 2-56, 3-48, or 4-40 thread in which case many hardware
stores carry thread taps in these sizes.

Eric Bergstrom