Obvious suggestion that you probably already figured out: use a die stock, and clamp the wire vertically in a vise. Another trick: before cutting the threads, hold the wire over a candle to soften it. (In genuine machine work, that would make the threads useless. But in this case all that matters is what they look like.)
A member of our ship model club built a model from that kit and brought it to a meeting. I really liked it. He commented that the numerous small parts almost drove him crazy, but the finished product looked great.
Youth, talent, hard work, and enthusiasm are no match for old age and treachery.