For me the best way I can cut threads is on my lathe, obviously used by hand, and the taps held in my Jacobs chuck. For using dies there is this product which makes it easy to use on the lathe http://www.rdgtools.co.uk/acatalog/Die_Stocks.html
Put the search term making kit less pen into YouTube there are a few videos on the subject. Also the last two issues of Woodturning magazine have Walters tutorial on making kit less pens. Walter issued a pdf of the articles and they maybe available here, if not ask Walter 
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