It takes a little work but a thread restorer, fine-stone grinder, and phosphate/oil does the trick for me.
After cutting j-bolts to the correct length using a hacksaw, I use a thread restorer to chase the threads (left the chase on through the end of the next step). Then I put the cut end up to a grinder to smooth the end surface and to duplicate the bevel on the end. After getting the end the way I want it to look, I dip them in the phosphate solution, rinse them in water, and spray with oil.
Of course, your mileage may vary...