I did think of that and will leave them round until threadedI found that it was very easy to snag the finished electrode when threading the plug. The root diameter of the thread is pretty much the same as the OD of the electrode. I left that part round, threaded the plug, then finished machined the electrode end. Hope it works out OK with yours. Or maybe you've done it already and it wasn't an issue.
Cool fixture for bending the electrode!