I have used rubber bands to hold the larger size wires in place for 3-wire thread measurement.  
They can either be looped around the thread and over the wire or cut and pierced 
or tied to hold the wire.  Initial positioning is a bit touchy, but once in place, 
the measurement is easy.

I would think that a 3-ball method would work for larger female threads.  
the trick would be holding the balls.  A plastic snap clip could hold the balls against 
extension accessories for the jaws of a caliper micrometer with just enough freedom of 
movement to do the job.  Wire spring clips could also be made in a similar fashion.  
The limitations are that a separate pair of clips would be needed for each ball size, 
and tiny balls might not be suitable.  Minimum ID would be limited by caliper jaw and ball dimensions.

Similar clips for OD measurements could be made to hold wires retained by piercing bits of rubber.