Having printed a lot of things and worked with a number of them in somewhat tough situations, I don't think a thread dial would be problematic. There's almost no force on the thing, just the gear being pushed by the lead screw. It's usually a lower speed operation, so friction heating isn't a big issue. Even PLA would likely be just fine. The biggest issue would be surface finish and accuracy. Those can mostly be handled by properly adjusting your printer and slicer settings.
If you can do ABS, you can use acetone to smooth it, but that can be problematic in some ways. I'd probably use whatever was loaded in the printer, then sand it if needed. Use small layer heights, and do some test prints to make sure layer adhesion is good. Done properly, FDM can be nearly as strong as the base material. When I set mine up, I make sure destructive testing does not break on layer boundaries. Sure, it's still plastic. But it doesn't have to be weak.
My printer is a Lulzbot Mini. I haven't inspected parts from other machines, so I can't say if they are better or worse. But reports from other people on printing forums indicate that if you set things up right, there isn't a huge difference in strength from printer to printer.