Jig is not a thingy.. that's what a do-hickey is
I've used the CoilMaster 3 or whatever jig (two pieces, one male, on female, you rotate the female end and makes quick work of making a coil). It's pretty easy to get the hang of it (took me like 3 coils i think before i felt comfortable with it).
For a LONG time i was using drill bits with 28awg kanthal (from 2013-2016 - long time in vaping anyway), 1.6-1.8ohm single coils (.8-.9 dual). I've used 24ga up to 32ga, my preference for the last year or so is 26 ga (some times kanthal some times ss316) for around a .3ohm dual coil setup on a 3mm bit. i used a 2.5mm for the 28ga. over the last year or so I've used the coil rods that came with the Marquis clone i got - they are a lot more portable and i have no problem winding coils on a rod by hand.
26ga is pretty sturdy in kanthal - flimsier with ss as its softer metal. Either way, I figure if your screwing up your coil when threading your cotton you are doing it wrong (too much cotton, pulling it through at an angle, cotton not cut cleanly).
That's my experience anyway. Hope it helps!