A roller screw can have its rollers either move with the shaft through the middle, in which case only a short length of the shaft needs to be threaded, but the entire outer tube needs to be threaded on the inside; or it can have the rollers move with the nut, in which case the rollers will attempt to engage a thread along the entire length of the shaft.
It’s possible to arrange for the advance of the roller screw to be arbitrarily small in a differential fashion, potentially a tiny fraction of the thread pitch per rotation. This suggests that, by using tapered, hardened rollers, it should be possible to use a roller screw to roll a thread onto a previously unthreaded shaft, with an extremely manageable low torque, much like a hand thread-cutting die, but rolling a thread on the shaft rather than cutting one. The threads on the nut would be tapered to compensate.
By a similar principle, it should be possible to roll threads onto the inside of a hole by using a tapered shaft with tapered thread rollers rolling around it.