Charmilles will allow you to start a program with the wire not straight(you will get a non-fatal error message though), but I always had to hand edit the code due to the same issue you are having with the CAD/CAM.
Not sure about the other OEMs will even let you start a program non-vertical.
My work-around was: Start the program with the wire vertical, then a rapid move to the angular position, then a STOP so I could manually thread the wire.
Kinda hard to run unattended though... Haven't seen a machine yet that will thread a 30 degree tapered hole.
Suppose there just isn't enough demand for the tech to be developed...
Anyone else ever need to thread angled start holes?
Probably already solved via turn and burn set-ups??
Jay Crumb
Advanced EDM, LLC