The chances of the gear being hardened are somewhere between slim and nil.

If all you have is a three jaw, then make a soft collet.
Easiest way is get a bit aluminium wide enough to cover the gear width, and about a couple mm larger diameter than the gear. Clamp it fairly lightish, then bore it out so the gear will slide in, then tighten the chuck and the aluminium will deform onto the gear.
Alternatively, get a thicker and bigger diameter bit, bore it out deep enough for the gear but leave it a couple mm undersize, remove and cut three slots in, place suitable bits of material to hold the slots open, reclamp, bore to size so the gear slides in, unclamp slightly, remove spacer bits, and clamp onto the gear. Think http://www.arceurotrade.co.uk/Catalo...C-Step-Collets but held by jaws and not a collet holder.

The bolt may be hardened, but probably not hard enough that a decent carbide insert won't handle it. If it is hardened, it's not likely to be through hardened, so once you're throught the skin it shouldn't be a problem. However picking up the thread accurately to extend it using a single pointed tool will be a bigger problem, so it would be easier to do with a die.