Hi Frank,
All my various sized / makes dies fit in the various makes diestocks with space to spare – sort of slack fit. Also my double -ended tailstock die-holder from GLR, holds dies with a bit of room to spare.
My usual method is to chamfer end of rod/bar in 3 jaw. I tighten central screw which opens up die and loosely screw up the 2 side screws. Threading jollop on end of work and start the threading. After say 3 turns, unscrew die from T/S holder, release from chuck and mount work vertically in bench vice and fit Die Stock to die to continue. After removing die from work, try screwing work in to female thread or try fitting a nut. If good fit, job done. If to tight, slack off centre screw and tighten 2 side screws and start again using Die – Stock.
Sorry if this sounds long-winded but I have only explained in minute detail my successful method which is small improvement on what I was taught at school.
Hope this helps.
John