Through mounting will require some type of washer  or bracket both above and below the desk to capture a nipple that has some nuts on it. 

The most straight forward way to do it would be reducing washers large enough to cover the hole on top and bottom of desk,  a metal nipple the right length to leave threads out of the top and bottom of the washers,  a nut on the bottom and the galvanized coupling on top. (or nut then galvanized coupling if you want to be able to remove it without dropping the nipple). 

That would be the most stright forward adn secure.  The only custom sized item for desk thickness would be the nipple since it is not threaded all the way. 

For Desks thicker than 2" you "could" make a nipple with EMT and two end connectors. That should work but if for some reason one of those came loose on the pipe used for the nipple it all falls down. Thus not suggested other than for emergency or temprorary.