Simple knurling is a less obvious use for thread chasers.
Allowing for the helix angle, grip the chaser sideways in the tool post. As here.

Rotate the work in 60° steps, each time shaving grooves across/along the workpiece.
If you don’t have a chaser, you can make one up using half of a screw thread as here.

The piece (half of a screw) could be glued in place or brazed. In this instance, a steel screw suitable hardened would last longer, but brazing would interfere with the degree of hardening.
In this photograph is one I prepared earlier – about twenty five years earlier. 

Knurling the brass knob by the above method took only a couple of minutes. The red and the black knobs were commercial mouldings intended to be pressed onto Alan screw heads.
Regards,
Sam 