Find a turnbuckle tool, Racers Edge makes/made one.......I know Tamiya made one at some point.
When I was a kid, we used bar soap on the threads, as it seemed to act as a cutting agent and make them thread easier. Over time, companies have released thread cutting lubes.
You can in theory tap them, but you need to remember, one side threads backwards, so you need to tap it in in reverse or you will be buying a new ball cup.
In 20 years of racing, there is nothing I hate more than building turnbuckles......makes my hands hurt and I hate it. I remember racing at a TC race a few years back. I had built most of the car myself and all I had left was the turnbuckles.........I agreed to build everyones batteries for the weekend if someone did my turnbuckles, so 30+ packs later.....I had a built set of turnbuckles! That's how much I hate them......
Later EddieO