Delrin threads nicely. Need a good sharp tool and probably best to support the end with a centre.
However cheapest way to begin is with paper or, better, thin card wrapped round a suitable circular support rod and pencil in the tool post. You know you've got the knack of handling half-nut, thread dial et al once all the lines go directly over each other.
When it comes to threading technique the best method for beginners (and everyone else!) is the Zero-to-Zero / Zero-2-Zero technique. Written up a couple or three times here and elsewhere on the internet so a search should find it.
The big advantage is that you set-up both cross and topside for the correct "book" infeed before you start so that both dials read zero when you have finished. So if you don't get the right result you know exactly what you have done and have a sorting chance of figuring out exactly what went wrong. Usual issue with hand ground or partial profile threading tools is cutting the thread too shallow because the tool is more pointed than it should be. Easy to add bit more cut without getting lost then correcting the zero setting for the next one once you have it right. After that its like shelling peas.
Zero-to-Zero / Zero-2-Zero has the topside at an angle so that the tool cut is primarily on one flank which generally makes it easier to get a good finish. Any angle a bit smaller than the half angle of the thread works just fine as the lathe effectively calculates the required infeed for you. I use 25° for everything. Slightly smaller angle gives a shaving cut on the trailing edge of the cut thread helping to give a good finish and ensuring that the thread profile exactly replicates that of the tool.
Cliver