I could see breaking the plastic ones they sell and twisting the metal ones if it got stuck.
I saw a guy at one of my events with a threaded one like those, installing it with a 1/2 cordless impact. By the time he had one in (rocks made him keep changing where it went) I was done with my six.
I build mine out of 18" long, 1/2 round solid bar for dirt/rocky soil and 1" angle for soft. None of mine are threaded though. Cant beat a nice piece of steel and a short handled 2 pound sledge to get the job done quickly.
Nothing short of a weighted plate is going to really work in sand unless you get creative with burying stuff ( I have buried 2x4's in the sand to keep my tarp in place before,),