Cutting these bolts off with the band saw doesn't make the big mess a cutoff blade does. I used to do the nut thing too, but with this vise I just clamp the head in the jaw after trimming it up and use the disc grinder to bevel/chamfer the whole end of the cut bolt. No problem starting the nut afterwards.

To each his own, but for me threading the jaw would not make it grab small bolts.

I don't know if you have metal cutting verticle bandsaw, but I converted an old Harbor Freight 14" wood band saw with a double reduction to get it down to around 120ft per minute and it's turned into one of my most used tools. Much safer than using the horizontal bandsaw in vert mode or any kind of abrasive cutoff wheel.