Tim I use a tap and die set that I got from Harbor Freight many years ago (1/2 inch) and the wood is cross grain. That makes the strongest threads. I really wish I had gotten some of the other sizes of these tap and die sets when I could have. I'm sure there are still some available at times and certainly from other sources. They make a good, reliable, fairly air tight closure.
Steve
I have cut threads in horn with this set as well.