I just stick them in the drill chuck,the chuck is make to hold round things
and it will ..
and it will not damage the threads..
I make them all the time but I use all thread rod most of the time.
see below, the ones below are bigger but it's done the same way..
I got the longest ones they had at Ace. In this diamiter they are just small.
Do you stick them in the drill and chuck the threads or do you put a nut on them?