Well after doing some shopping on the net, I found that these adjustable set holders are way more than $20. The best price I was able to find was $65, not including shipping. So, I decided to order a tap and a thread file from Enco. They arrived today. It was quick to cleanup the broken thread on the male part, but the female thread didn't want to clean up very well. I did the best I could, but could only get the tap about 2/3 of the way down before it bound up enough that I was concerned about snapping the tap. Both the male and female parts are hardened steel, so the high speed steel tap isn't really up to the task.

Anyway, the cleanup worked well enough that I was able to reinstall the set holder and finish squeezing these rivets (using a different yoke).