Although I like the Pelikan pens I have bought recently, they (one M400 and one M215) are the first pens I have owned with a screw on cap.

With the threads on the pens, I am just not sure how you are supposed to grip these pens.

Is the first finger supposed to lie below the threads, above the threads or on the threads?

Do you just totally disregard them when finding the grip you like?

These threads are the only thing I dislike about these pens and I find it's something that continues to bother me.

Your fingers are supposed to go below the threads. Or above them. Or on them. Or half and half. However you find comfortable is how you should hold the pen. If you're finding the threads uncomfortable, it's possible that you're gripping the pen too tightly. The correct grip is so gentle that the pen is basically resting in your hand, not being grasped. Holding a pen this way means that you'll be writing with very little pressure, and that's how the pen wants you to write. You'll find that you can write far longer without cramp or fatigue.

I disregard the threads.
Link.

I usually go for snap caps for the same reason.

I hold the pen very lightly so the threads have never bothered me. My fingers usually rest on the threads on most pens.