This is a quick video of my process of making batches of custom screws for my projects. The screws shown are 5-40.

I keep the 40 thread gears on all the time and have a Sherline "unapproved" inverted thread attachment installation using stock parts. A quick turn of the allen set screw allows me to use the machine in either configuration (or both). You may have noticed the gears slipping when setting gear preload, I fixed it soon after.