I've done that same trick to knurl a shaft that is loose. This was the 3/16" drill rod, and I could not pull it out without using pliers, so it's good enough (famous last words). I remember they use to knurl valve guides on cylinder heads, always wanted to see what one of those looked like....so I just looked that up, looks like a thread forming tap, wonder how that works in cast iron.

I looked in the box with the mandrels, found the one I used. I wrote 2-20-2007 on it. It does have a flat. But I didn't have a short winged lathe dog that would contact that. I must have made it work, and the memory is it was a PITA.