Threading a 5c collet

I have never done this before but I have to machine some socket set screws and will only be able to hold on to less than a 1/4 inch of the screw. I think it will throw them out with a standard collet and stop so I am thinking of threading the soft collet and using a regular stop.
The customer has made these before on their big lathes and used a threaded blank in the spindle with a cross screw and brass button to lock the screw while machining. I do not like the idea and am thinking the threaded emergency collet will work better.
Anyone done this before? Any issues?
I am thinking that we will screw the blank in and partially close the collet so the blank will barely turn then screw it up against the collet then finish closing otherwise the closing collet will pull the threads too hard against the stop and deform the collet threads since they will be softer.