Hi Phil,
Thank you for the reply and PDF, I've actually come across a thread rolling head similar to your picture, on fleabay for $25 delivered, so I've sent for it figuring £15 isn't too much to lose.
Your explanation of your head gives me a lot of thought to what I might achieve.
What I had envisaged was helixed (or is that helied) rolls (threaded to a given pitch), with differing start points, or positioned at spaced out increments.
I remember when I was a lad, that our localish (about 20 mile away) Motor Cycle Engineer/Dealer (bloke called Barry Ladlow), had a bike spoke threading tool, it held the spoke in a clamp opposite a multi roller head, which was cranked onto the blank spoke, it worked perfectly everytime as I recall.
Thanks again Phil.