It is highly unlikely they are so hard as to defy a die, hard metal tends
to be brittle, not a desirable feature in an axle, it may be relatively
hard but using a cone or other nut from the opposite side of the
removed axle is one way to try cleaning the threads, a very fine
file is another, absent the proper sized die. If the bunging is not
circumferential the affected part could be filed down.
The axles might be case hardened, much like the studs that hold the wheels on a car are. If they are, the only way to rethread them is a thread file. A typical die is not hard enough to cut threads on a case hardened fastener. The other option would be to use a carbide bit on a lathe but I doubt most people have access to that kind of stuff.
Attempting to use a cone to clean up the threads is a good way to ruin a cone, regardless of the hardness. Either use the proper die if possible or a thread file.
Thread file:
http://www.thetoolwarehouse.net/shop/KD-2228.html