You spotted the weak point on that jet; the threads are not part of the sealing mechanism. If you look at the jet, there is a tapered portion just above the hex portion on the bottom. The taper meets a complimentary taper in the carb body, and this is the seal - soft brass into softer potmetal (well, some kind of low alloy).
You could wind a little teflon around the top of the hex portion, so that it overlaps onto the seal area. Just enough to act like a little packing in that joint.
On mine, I did something kind of risky, but I got away with it. Basically, lubed the threads on the jet with grease, then torqued it hard, broke it loose, and repeated it several times. Then cleaned it all up, and finally retorqued the jet. This seems to have helped reform the seal, as it fixed my (tiny) leak.