There is another way of tapping a thread into through hardened material without having to anneal first and that is with EDM. An orbital head is required, which unfortunately are very expensive so not all engineering shops that have an EDM machine will have an orbital head. Here is how it works, first you have to either drill a hole in the job using a carbide drill or you can spark a hole in using the EDM machine with a truncated electrode. Then you machine an electrode a bit smaller than the hole that you have just drilled in to the work piece. You then have to thread cut the electrode with the same pitch and tread depth as you would for a normal external thread. The electrode is then placed in the orbital head which is centered over the hole and lowered down to the thread depth required. The head is connected to the current source and turned on. A separate motor drive orbitaly oscillates the electrode and using a hand-wheel and inbuilt dial indicator, the extremity of the orbit is increased until the required thread depth is achieved. Below is a link to a YouTube clip showing how it works. There are several companies who make the heads and they all vary a bit. I was very lucky to be able to pick up a complete AGIE EDM machine and Orbital head for almost nothing before Christmas, but I had to build anew mezzanine floor to be able to fit it underneath. I should have the machine up and running in the next few months. If you machine up the electrode yourself than getting the sparking done by someone with a machine won't cost too much. Hope this helps.

https://www.youtube.com/watch?v=2n2h49jAhLg

Waidmannsheil.