The devices into which a threaded component is screwed, and locked with a screw, are known as stud boxes in my world. They are easily made from hexagon bar, and the locking screw can be of any type that suits, (hex head, Capscrew or grubscrew. The lockscrew ensures that there is enough friction to stop the workpiece rotating whilst the thread is being cut on the other end.
If made of hexagon bar, rather than round, they can be used to set, or to extract studs. To set a stud, drive using the setscrew. To remove a stud, rotate using the spanner on the hexagon bar, but keep the locking setscrew tight with a second spanner. Once finished just slacken the locking setscrew, and the studbox should unscrew by hand.
If using a hexagon head setscrew it is preferable to use hexagon bar of a different size from that of the setscrew head; unless you have lots of spanners of each size.
Howard