Think learning curve & results with tape & die set easier to master. If small metal lathe set up for thread chasing even better.
Bought a set of Sorby 16 TPI thread chasers from Packard Woodworks and have yet to cut threads in wood. Technique is not hard to master with proper wood. "Not all wood good for thread chasing." Always end up with loose external-internal threads, bottoms & tops wobbling when screwed together. Guess still in learner's club of thread chasers.
Many folks practice and have better success cutting threads on PVC pipe. So would think if using acrylic learning curve might be easier than wood.
Size of you thread chasers would be only limiting factor cutting internal threads on small pens. Most kits sold to woodturners come in 10,16,& 20TPI sets. External thread chasers no problem, size of internal thread chasers could be.