I think you did get the answer from Jim, but just in case others want to see it, it is posted below:
When this happens I use a pair of channel lock plyers and a piece of rubber. I wrap the piece of rubber around the threads and then clamp the plyers over the rubber piece to turn and loosen the clamp. If you clamp directly on the threads you could damage the threads and not be able to properly tighten the clamp to test shafts. I generally cut about a 1″ section from the bottom of an old rubber grip to use over the threads. When you use the machine loosen the clamp enough to slide the grip to the left and outside of the clamp so you do not have to loosen the clamp all the way.
Britt Lindsey/Jim Yachinich