SmokinJoe, sorry I didn't read your message carefully enough at first. The end of a Schoeps Colette cable that attaches to the microphone body has a larger diameter than the capsule end, and thus more leverage when you turn it. I agree that the risk of cross-threading is greater there. Also, what you're turning is a kind of collar that has some "play" in it with respect to the rest of the piece you're holding at that point, so the tactile feedback is less definite.
The trick that I described earlier, rotating first in the "loosening" direction before you tighten, still applies here, though it's a little less straightforward. You have to put a bit of pressure on the mike body so that it's pushing into the Colette cable's connector. Then you can feel the "cogging"--the little bump that occurs--when you rotate the connector's collar past the start of the thread.
--best regards
P.S.: In reply to some other messages I'm going to risk being undiplomatic here: I've been using Nextel-finish microphones and capsules since Schoeps started offering them, and I disagree with the claims that this finish is fragile. If you're chipping the finish, especially repeatedly, then maybe you need to be paying a little closer attention to what you're doing when you're handling the microphones. Sure, accidents happen, and a microphone that's been used hundreds or thousands of times won't look perfectly new any more. But there's a certain level of reasonable care that's appropriate when using these items, and some people may not have found that level yet, or may not be looking for it, I dunno. Most of all I recommend the judicious application of a single-tasking mindset when setting up and tearing down.