I think you will probably be able to cut a thread on it, but as Pierre says, it wont be very kind to your thread cutters, and more importantly, it will be very brittle. I'm not sure the thread would stand up to the test of time very well. If you want to use a medium such as Yunstone, you might be better off considering the use of some sort of insert for the threaded part - something that is a bit more resilient at the crest, which is where it's going to be most vulnerable to chipping.