Thanks for the writeup but it doesn't fully explain the issue I'm having.
This is how the dimple dies arrived to me. You can see the male die is not fully threaded.
The partially threaded hole might work fine for a hydraulic knockout punch tool. The threaded hole doesn't even come into play when using a shop press (except perhaps for assistance in separating the two dies if stuck together?). But I don't have either one of those. For the time being, I'm stuck using the old fashioned bolt method. With the hole only partially threaded then the only way to insert a bolt is through the female die and into the male die. This requires a bolt that is the correct length. It also requires you somehow fixture the male die so that it doesn't turn as you turn the bolt to draw the two halves together.
What I decided to do instead was to run a tap all the way through the hole so that it is fully threaded.
This allows me to insert the bolt through the male die first and then through the hole in the female die. Then I put a washer and nut on the end and now I can use two wrenches to draw the two dies together.
Finished 0.5 dimple die tool:
1x Medium-Strength Zinc-Plated Steel Cap Screw - Grade 5, 7/16"-20 Fully Threaded, 4" Long (McMaster-Carr 92865A326)
2x 7/16" washers
1x 7/16"-20 nut
Finished 1.0 dimple die tool
1x High-Strength Steel Cap Screw - Grade 8, 3/4"-16 Fully Threaded, 4" Long, Zinc-Plated (McMaster-Carr 92620A877)
2x 3/4" washers
1x 3/4"-16 nut