I looked at the Joby Gorillapod Hybrid, which lists mirrorless support but would only hold 1kg. The SLR Zoom would hold 3kg which I prefer. However, it only lists DSLRs as supported. Will it work with the mirrorless too? Is the threading standardised / always the same?
Yes. From the specification for the Gorillapod:
Connection Point: ¼"-20 standard tripod mount
And see Is there a standard tripod mount? — this is the standard thread, which is near-universal. It's not listed in Olympus's E-M10 specs, possibly because it's so assumed. You can see from, for example, this review that the camera does have a tripod socket — and it's definitely safe to assume that it's the standard one (and the review notes that this is in line with the lens mount, which is convenient for alignment — not the case on some compact cameras).