Maybe use liquid pipe sealer. Here's the instructions from the speedbleeder website FWIW:
Thread Sealant is Available. The thread sealant is available in 1/2 oz. bottles so that you can replace the sealant that has worn off over time. It comes in a plastic bottle with a brush cap applicator. It is available for $10.00 and can be used in many other situations where a quality pre-applied pipe sealant is required. A little goes a long way. The recommended procedure for applying is as follows:
Clean the Speed Bleeder with soapy water to remove any brake fluid or grease and dry. A hair dryer does this nicely. With the brush cap applicator apply a small amount of thread sealant evenly to the threaded portion of the bleeder screw. (Leave the first 1 1/2 threads uncoated. This makes it easy to start threading into the wheel cylinder or caliper without cross threading.) After it is applied, dry with a hair dryer on high setting for about 1 minute. When cool and dry it is ready for installation.