I think brass rod would work great, and it would be easy to bend too. You would need a 3x.5mm die and a die holder to run some threads part way up the rod, on both ends. The rod itself would have to be 3mm in diameter. Easy, right? Well usually guys like to have a slightly undersized rod, when cutting threads, but good luck finding any stocked rod that is slightly undersized just for that purpose. Nomimal diameter works fine. Especially if it's a soft material, like brass. Grind a little taper on the end, where you start the die, and it should cut fine, if you use good oil, and a high quality high speed steel die. I don't know the specific details for the exact outside diameter of rod, for a given thread and pitch, but figure 1% undersized. On small threads, and soft material, it's probably not worth worrying about! On large threads, I think .010 to .015" is plenty undersized, but this really depends on how much thread engagement you want. That's just making it complicated for hobby use, like we'd be after anyway. Readily available nominal outside diameter rod should work just fine for what you'd want to do. The machinists here may chime in and set me straight.