I have some Grohe jets and a shower arm to fit. The drawings which
come with them indicate that they should be screwed directly into a
pipe-end embedded in the wall. There are no written instructions.
Could anybody give me advice on this?

Look at the fittings, the ends could be screwed into a 22mm pipe which
had an thread inside, but they could also attach to a 15mm pipe with a
standard compression fitting. Connecting to a pipe embedded in the
wall would be neat, but would a standard pipe with a thread cut into
it be strong enough to hold a heavy shower arm and head without
cracking over time. Is there a special fitting required with the
thread? Kevin.