I remember for some older nokias - the sort that would run snake and you'd use the 8/2/4/6 keys to navigate, you used to be able to buy an oddly shaped thing that slid over the phone and would press the keys as you bent the stick on it. It was just made out of fairly rigid clear plastic, and the slackness in the clamp or the general flex in the plastic let you press the buttons with it. But since you could only really play snake on those phones, I guess they didn't get much use.
On later phones that actually had a four-way pad for navigation, the problem was usually the laxness of the dome contacts, and proving extra leverage with a screw in stick would probably not make a very workable d-pad/stick.