In 1916, Gray Manufacturing Machine Co. of Toronto was making thread millers and double-spindle polishing lathes. In 1919, Gray Machine Tool Co., Inc. of Buffalo was making thread millers. The thread millers are clearly of the same basic design. More research is needed to determine the relationship between this two makers.
Illustration from 1916-08-10 Canadian Machinery
Advertisement from 1919-01-02 American Machinist