I was thinking more along the lines of cleaning up the threads rather than cutting from new. Rolled threads are always better but a quick clean would mean no lost time faffing around with returns. As you were.
Edit, rolling increases the OD of the thread so a 2mm nipple becomes a 2.2mm thread. According to the Park Tool website, the typical 2mm spoke has a 2.2mmx56TPI thread. This converts to a 2.2mmx0.45mm metric thread pitch. Ish. Doesn't really convert into imperial or metric other than a dedicated thread rolling die or specialist die nut.
Edit again, apparently a 2-56 die nut will replicated the thread and these are available at places like Jaycar who sell a kit with an M2.2 0.45 pitch dienut or Hobby places...