Aside from gloves.......

This demonstrates why rolled threads surpass cut threads; there is no significant material reduction. Grain of the material [lengthwise] flows into prescribed thread form; rather grain being removed to form same contour. Essentially a knurling operation, the fastener body is slightly under-size in proportion to eventual major diameter.
The rolls upset the crest and root into shape under considerable pressure.
Other benefits are very smooth surfaces that torque accurately and consistently, work hardening of the entire thread form, less deviation between lots, and of course high rates of production.