You can make one out of a good hardwood, I have used Osage orange to make a die holder. You need to make the diameter larger, I use 3x3x4 blanks when I did it. In a 4 jaw chuck drill a 1/2" hole all the way through, then drill the inset part for the die. I use an expanding mandrel and turn it round, then I drill and tap for the set screws to hold the die in place. After the holes for the set screw is tapped, I drizzle CA glue into each of the threaded holes, let them dry and tap them again.
You have to be gentle with the wood die holders, if you jack it like you so a steel one, you will mess it up and get to make another one. I turn it about a 3/4 turn and the back it off so it doesn't bind up. I have one that is about 5 years old, cut threads on a lot of projects, and it still works. But if I would abuse it, it won't last one project.
I have also made tap guides, using 3/4" pieces of 3" long aluminum rods. Finding the right size drill bit for the end of the tap is the hard part. I drill the drill chick end 2" deep for a 1/4" steel rod so that it slides in the hole. The other end I drill for the tap, and side drill and tap for 2 set screws. Set the tap in so the set screws hit the flats on the tap.
