I'll weigh in on this,
You can make a worm wheel for any thread pitch by making sure you have the right diameter on the wheel you want to cut. It just has to work out to 40 teeth at the pitch line.
That said, if you use a standard fastener thread, it will have a 30degree pressure angle. That tends to force the worm and wheel apart. An acme thread has a 14 and a half degree pressure angle, and much more force is transmitted to turning the wheel rather than forcing it apart. you want polished threads too. A rough worm will eat your bronze gear.