I do somilar to Rich, but do more than a coupler. I drill out the wood to a little fatter and longer than what I would need and epoxy in a full length insert, usually of black alumilite. I step drill so that the area to be threaded is fatter than the full length, but can still taper down the ends without turning through the wood (yes, I have turned throug the wood a few times - planning pays). I drill a small hole through the length of the alumilite insert to let air escape when gluing it in. After this you can make it just like any other kitless, except you need to do a finish.
Same routine for the cap
The advantage to the full lenght insert is that you have strength for segmentations or softer woods.
I have also used thick walled aluminum tubing (K&S) once and tapped the tubing. Worked fine, but I perfer the plastic on plastic threads - especially for the cap, so I didn't continue this route.
PS
The air hole is important. I have had the air pressure blow out a segmented blank when pressing it home.