Look Ma, No Thread!

Try using a zip tie to secure material around a jig collar some time.  The jig below has its leather tail tied in with thread.  However, the body material (Hay-Lites Buffalo Hay) is secured with a zip (often called cable) tie.  I got the idea from this fine article, Fishing Jig Making - Without Expensive Moulds?.

It worked fairly simply.  I kept the body material in place, temporarily, with a twist tie, the type you get with a loaf of bread.  Rubbed a little beeswax along the inside of the zip tie.  Once I wrapped and firmly secured the material with this zip tie, I simply removed the twist tie.  Clip the tag end off of the zip tie and you are ready to fish the jig.

See if this method won't work for you.