I usually try to hold the rod part in a part of pliers (you have to hold it tight) then try to screw the ball end onto the rod instead of the other way around.
If the problem is just trying to get the threaded rod 'started' into the ball end , perhaps gently use a body reamer in the end of the ball end to make a cone shape that the threaded rod will then screw into.
Xray T4'16, T4'14 (Wet Car)
Xray X12 2016
wlrc.co.uk (West London Racing Centre)