Another way, if you have a drill press and dremel tool, would be to chuck the bolt in the the press. Clamp the chuck so it doesn't spin(of course don't turn the drill on). clamp the dremel with a cut off wheel on the table so the edge of the wheel just touches the bolt centerline. turn on the dremel and lower the bolt, cutting a shallow slot on the headless bolt. Unclamp the drillpress chuck and rotate a little bit. Repeat.
Or pay for shipping and I send you some knurled ones, Hellfire and Tom. They might rust though