Here are a couple of pdf's which have a complete set of all the possible imperial threads per inch and metric, mm per thread.

Using the standard change gears and gear box settings for Shaoxing CQ6250 style lathes, these tables would probably work for Grizzly G4003. and other clones as well.

For example.. let's say you wanted 1.5mm pitch, from the 40 tooth bottom gear tables
you can get exactly 1.50mm with 26 tooth top, 40 tooth bottom, and select B5 on the gearbox.

The file CQ6250_LatheGears_X_40.pdf file is for the 40 tooth bottom gear
and the CQ6250_LatheGears_X_60.pdf is for the 60 tooth bottom gear.

Regards
Ray