I have an EAI cog on one set of my Campy hubs -- threaded on no problem. I'm not sure what was on it before since that pair came sans cog. The other set I have has a Campy steel cog which also works fine. I don't remember if there was any resistance aside from the usual grittiness of old hubs that have been used but if it really feels too tight then don't. You may also want to clean the threads out to make sure there's no grit or sand or whatnot.

As for cogs, ZappCatt has it right - Marcus at Yojimbo's said there were no issues with EAI cogs on Campy hubs so I went with that over Phils or whatnot. I brought this up in the for trade thread I believe and it came out there there are differences. I think that if you thread on a certain kind of cog, make sure it's that threading from there on out.