Hello Sebastian Klinger, unfortunately I can't answer directly because I don't have a lavalier microphone with a screwable 3.5 mm connection. However, I found the following article on the internet where someone connected the microphone to a Rode Wireless Go in this way:

https://digitalfilmmaker.net/rode-wirel...

Maybe this will help. Good luck!

The free length (to the shoulder) of the 3.5mm plug is 13mm (without the cone at the tip). Usually the threads stop at the point where the small heel would otherwise stop. In my case, 3.5mm plugs with or without thread fit into the Rode Wireless Go.

I cannot say whether the Sennheiser microphone fits the Wireless Go electronically.