Most classic era French skewers of all makes, not just Pellissier, had a different thread for the nut than did Italian/Japanese skewers. Try using the nut off a Normandy/Maillard skewer (many were sold in the US as "Schwinn Approved"). If this doesn't work, you can sometimes, as you suggest, use just the handle on a different skewer.
> Hilary Stone mentioned on 02 Oct 2000 :
> >There were countless makers
> > of this type of brake on the continent Pellissier (French) were
> > one of the best known.
> I was looking through a parts box last week for a 120mm skewer and found
> a neat old one with Pellissier written on the handle, but no locknut on
> the end of the skewer. Looked to be 5mm, so I tried an old Suntour
> locknut and it would not fit. I did not have my thread gauge so I could
> not get the pitch, but no locknut would fit the skewer threads.
> For my mish-mash of parts, real ten speed, it would be neat to have at
> least the the Pellissier handle. Next, I may try seeing if at least the
> handle fits another skewer.
> Pellissier must not have been very common on french ten speeds, Normanday
> had probably taken over the market?
> Steven Johnson, Chesapeake, VA