I have had the same experience when threading 3 mm 316 rod (and 6 mm and 12 mm) and have adopted the practice of putting a taper on the end of the rod, getting the thread ( just ) started in the lathe and then moving on to the bench vice.
Using lots of tapping paste but it doesn't seem to help much with the lathe part.
I have had similar slipping problems with threading in the bench vise when using aluminium soft jaws and have had to resort to the very grippy hard steel jaws. It works but the result is not pretty.
At this point I should mention that I have old injuries to my wrists that limit the amount of pressure I can apply to chuck keys and vise handles at times which probably adds to my problem here.
I also get the feeling that there may be a slippery surface coating on stainless steel rod, possibly a residue of the polishing process, which adds to the problem.
On my next outing I intend to try a clean down with acetone before using an ER collet in the lathe. Further experiments to follow …..
Pero
Edited By Pero on 01/05/2019 04:56:53