you don't need those retainers, in fact you may find that loose balls will perform better (more contact area since you'll need to add 1 more ball to each side). Only trick is using heavy-bodied grease so the balls stay put when you put them in place. It's not the threads that will show pitting, it's the contact areas (where the balls touched) on the spindle and the cups. Chances are greater that the spindle will be pitted before the cups are.
You can get the grade 25, 1/4" balls at any LBS as well as many big hardware mail-order houses and bearing supplies (where they can be cheaper than LBS, especially in quantity).