For a time, I built and sold lamps for a living. This is a large cubic die that I modified into a finial.
I would thread two 1/4″ fine thread nuts onto a bolt such that they abutted each other, or nearly so. Then I MIG welded the joint together in three spots. Inevitably, the heat of welding would make the threads misalign, so I would run a tap through the newly created coupling nut.
Why use two nuts and not one? Because only one nut would not have enough thread engagement to prevent wobble when the finial was on the harp stud. Two nuts also helped maintain vertical alignment in the die itself.
Then I would drill out a hole in the die big enough for the coupling nut to fit in. I would seal the end of the nut that went into the die with tape to prevent the adhesive from fouling the threads.
The adhesive was a compound of graphite and epoxy. Once the nut was set in place with the adhesive, I would tape the entire face and set the “5” side of the die down. If things worked out right, the adhesive would flow downward and completely fill the gap between the nut and the die, at least at the face, visible in this photo. Sometimes little bubbles would appear, but this was not a big deal, as this face would not be visible when the finial was on the lamp.