Posted by Brian John on 15/08/2015 11:55:48:
I might also look at getting a better vice.
Thats your best bet until you get a lathe as what you have is not what most of us would term a "heavy vice"
"If the lathe chuck could hold the rod for screw cutting then surely it can hold it for using a die"
You can make several shallow passes when screw cutting to build up to full depth, this puts a lot less force on the work so it is less likely to slip.
Edited By JasonB on 16/08/2015 07:44:33