This method might work for other wick types but I have been using this for cotton yarn on micro coil builds for a bit and it works great.
First I boil several feet of the yarn per methods that have already been discussed all of the forum. Once it is fully dry I take one end of the yarn and cut it diagonally to form a pointy tip. Then I put a single drop of Elmer's School Glue on my finger and roll/rub the glue into the pointed end to make it thin, tight, and sharp and set it aside for the glue to dry. Once this is dry that end is basically like a built-in needle point. This makes it extremely easy to thread through pre-built coils without any problems of the yarn bunching up before you can get it all the way through. Just thread it though and pull all the way to the other end and cut off what you need, leaving the glued tip as part of the remaining long piece for next time.
First I boil several feet of the yarn per methods that have already been discussed all of the forum. Once it is fully dry I take one end of the yarn and cut it diagonally to form a pointy tip. Then I put a single drop of Elmer's School Glue on my finger and roll/rub the glue into the pointed end to make it thin, tight, and sharp and set it aside for the glue to dry. Once this is dry that end is basically like a built-in needle point. This makes it extremely easy to thread through pre-built coils without any problems of the yarn bunching up before you can get it all the way through. Just thread it though and pull all the way to the other end and cut off what you need, leaving the glued tip as part of the remaining long piece for next time.