That's the technique I used and it works really well. I also found that if you take more care with how you wrap the thread around the wick, you get a better result. Rip is a bit sloppy with his wraps. Try to get the wraps right next to each other so you have complete coverage with a single layer of thread. This way you are sure to eliminate any micro gaps.
Edit: Gauze would work well to. but is slightly more difficult to remove when you clean the ceramic.
Edit: Gauze would work well to. but is slightly more difficult to remove when you clean the ceramic.