How do I grip stainless steel pipes for threading?
You've chosen a real challenge, actually fitting threaded pipe.  Hardly anyone does that anymore.   

Stainless isn't harder than other steels.  You just need to use a pipe wrench or pipe vise.  This will gouge the pipe, but that is normal in pipefitting.   If you want no-gouge, you can try rubber gripper pads as are often used on kitchens.  

If you're dealing in thinwall tubing, different story.