I made a mount to run my angle grinder (pneumatic) on my lathe and kind of an IV drip of cutting fluid and ground to just below the threads. Once you're through the case hardening, they don't cut too bad. I was able to square up the shoulders nicely with a trashed threading bit (I use brazed toolbits till I get around to getting a quickchange toolpost) and the rest was pretty straightforward.
The one advantage is that you'll end up with a harder end to clamp onto the stepper with than if you anneal it.
Every day is a learning process, whether you remember yesterday or not is the hard part.
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