SMAS,
2.92's, &
3.5mm's can be mated, many of our customers very carefully mate these connectors. However, a damaged or out of spec SMA can damage a 2.92 or 3.5, their air dielectric construction makes them very fragile. With SMA's the pin engages first, the threads second; 2.92's & 3.5's are the opposite, that is threads mate first, pins second. For very precise measurements, connecting different types of connectors results in a small but measurable discontinuity; VNA work should usually use adapters of similar construction.
Notes:
(1) Some enhanced SMA's work to 26.5 gHz
(2) SOME PINS ARE "STEPPED" IN SIZE; THE DIMENSION ABOVE REFERS TO THE PORTION OF THE PIN THAT MATES WITH THE FEMALE.
(3) THIS IS THE DIAMETER OF THE BASIC PIN, EXCEPT FOR THE MATING PORTION