What's slightly bigger than an 8-32 thread?

In context, that is a significant difference in size. A 10-32 nut will just about slide on to an 8-32 stud with no thread engagement.
Note that the OP stated the nut he had was a good fit on the store's thread checker. This also pretty much rules out M4 and 8-36, neither of which will thread on to an 8-32 stud without force and thread damage.
Key words, just about. I have seen many mix up the 8-32, and 10-32. The displays at the stores usually have the coarse SAE, and metric, another display down the isle may have fine threads, but when only coarse threads are avilable, the 10-32 nut on an 8-32 sample stud will look to be the best choice, and is easily mistaken, since there is no better choice handy.
 
Hey, what a coincidence, I just got delivery of some more of those today!

I initially picked-up the "Standard Combination in/mm" kit from KBCTools: https://www.kbctools.ca/itemdetail/1-842-405

I found that quite innovative and handy, so started looking for the other kits.
Their website is here: http://threaddetective.com/
(look under Products - Thread Identifiers)
They only want to sell in quatities directly, however they have two US suppliers.

I just got the mini and the jumbo combination in/mm sets delivered today from
https://www.pegasusautoracing.com/group.asp?GroupID=DETECTIVE

No connection to them except a happy customer!

-brino
I got the same type thread checkers in SAE/inch and metric 2 or 3 years ago. Wish I had them 20 years ago. I found them awkward to use on the strings that they came on, so I cut the strings and keep them loose in 2 small boxes, 1 inch and 1 metric. They're super handy for testing threads as you cut them on the lathe and for determining the screw or bolt size needed to bolt a whatsit to the existing mystery hole in a thatsit.

Tom
 
I'd never heard them called Thread Detectives, but we had a set. As higgite noted, they can be hard to use all strung together, particularly when checking a tapped hole in a part that is too big to spin. I'm not sure they would be accurate enough for testing threads you are cutting.
 
I'd never heard them called Thread Detectives, but we had a set. As higgite noted, they can be hard to use all strung together, particularly when checking a tapped hole in a part that is too big to spin. I'm not sure they would be accurate enough for testing threads you are cutting.
Why would they be any less accurate than using a nut to test fit lathe cut threads? Maybe not accurate for testing Class 1 threads, but I've had no problem using them to test fit "standard off the shelf" UNC, UNF or metric threads. At least, not yet. ;)

Tom
 
Why would they be any less accurate than using a nut to test fit lathe cut threads? Maybe not accurate for testing Class 1 threads, but I've had no problem using them to test fit "standard off the shelf" UNC, UNF or metric threads. At least, not yet. ;)

Tom

I don't think they would be any less accurate than a standard (Class 2B) nut, which is a relatively loose fit for commercial fasteners. Using an off-the-shelf nut creates the possibility of threads that will fit the nut but not fit a tapped hole, which will generally be Class 3B. If you are threading to fit commercially produced parts, it should be no problem as long as the fit not too tight. In my shop we made a set of test nuts rather than use commercial nuts to avoid problems.
 
Thread Detectives ... As @higgite noted, they can be hard to use all strung together, particularly when checking a tapped hole in a part that is too big to spin.

Good point. I work a lot with electronics gear, and wanted to check the diameter of some terminal studs on a large and heavy power supply sitting on a bottom shelf behind a lot of other gear. Getting the necklace-style Thread Detectives down there and finding enough room to rotate them quickly became a no-go. So I ended up trying some nuts, and verified my eyeball impression that they looked like 1/4-20. Per @higgite, cutting the Thread Detective test pieces loose is probably how I'll end up using them.
 
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