You need a die...as in "tap and die set"

However, since those emblems are fairly soft metal, and the post
diameter small, a die might not work.

I've see some emblems held on with a stamped-steel, self-tapping nut
similar to those pictured on this site:
http://www.boltproducts.com/tinnerman/self-locking-speed-nuts.html
(look a the 'Palnut' models)

DP
Pics of the cars:
http://tinyurl.com/d2q9u

stop scratching we have enough dandruff ya sand nig
its dirty under that turbin

i bet you shoot blanks ya tard

have them removable
the kids will get your paint unless they get them off

ya foctard

h
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c
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What kind of grille do you have?

I have a billet gille on mine.
I put a Cobra emblem in the middle of it.
I used Automotive two sided tape, just like they use to attach the side
emblems, it has held for several years, no problem.
You clean the back really well with alcohol, let it dry.
Over apply it, cut the excess off with a razor blade so that it it trimmed
nicely around the edges of the emblem and stick it on.

BUT my grille IS metal.

The posts are very soft, if you try to thread one, you may have it break
off.
You MIGHT be able to use something like JB weld (or some sort of really good
glue) screws to the back of the emblem
or something like that if the back of the emblem is hollow

   Get a piece of tubing that fit's over the posts, and extends past the post ends
about 1/4".   Get a screw (like #10), that is the same diameter as the post, and cut
the head off.  The screw should fit in the tube, and the tube should fit over the end
of the post.  Use JB Weld to hold it all together.  I would even dril a couple of
transverse holes in the tube to allow the JB Weld to spooge out and make a stronger
bond and prevent air pockets.