I needed to thread the end of a 5/32" rod, and my vise just wouldn't hold it securely, so I made some V-blocks that attach to my vise with magnets.
I started with a 6" piece of 5/8" key stock, and cut a groove with a hacksaw along the long axis on two sides. I used a short piece of angle iron, and clamped the key stock onto the angle. Then I filed out the grooves with a square file, about 1/16h " deep on one side, and about 1/8" on the other.
Then I drilled some 5/16" holes on the other two sides to fit some rare earth magnets I had on hand, and bedded them with some epoxy.
Finally cut the stock in half to create two jaws. (I forgot to take pictures before doing this)