Go get hold of 'Making Small Workshop Tools' by Stan Bray, page 64—– A Rose Bit, page 67—- A Box Tool.
The box tool, maybe that's what your thinking of.
The box tool is just the ticket for doing what you want to do, I made two of these, one for for making 12 BA coach bolts and the other for making 10 BA coach bolts.
I use bronzing rods for making the miniature coach bolts, for 12 BA I use the 1.6mm and for the 10 BA, I use the 2.4mm rods.
http://www.cigweld.com.au/product/gas-tig-rods/comweld-tobin-bronze/
Got photo's of the box tools I made, if you want them.