HD will rethread for 75 cents.
On the heat thing, I understand that folks say their burners don't get hot during operation, but the chimney effect after you shut down might cause problems, as you say witht he whole thing being full of explosive gas. Some people make the burners easily removeable, so that they don't get hot, but when I have read of that the main reason was because they didn't want to have burner wear.
Zoeller has a nice forge on his page, and the burners look permanently mounted, not in the sense that they are welded on, but in the sense that since he joined them, it looks awkward to pull them both every time. Is there a gas quick disconect one can use?
The burner shouldn't get hot from running. It is instaled so that it is flush with the outside of the forge shell. I would have thought that the heat of the forge, or even just the heat of the shell, which some people mention can get hot, depending on their design might make the burner heat up.