This was just a prototype (obviously) but I have a lot 1mm silica and a myriad of kanthal and nichrome in my stash. Anyway, I tried a staggered weave, opposing top over bottom over top, with the thread. I think that if I use some vice grips to hold it in place, I can use some nichrome 60 and get a nice tight wrap on it.
With the thread and yarn it worked nicely, when I pulled it tight everything came together nicely into something that resembled a twisted braid.
Let me know what you guys think and I'll let you know if I have any luck!

With the thread and yarn it worked nicely, when I pulled it tight everything came together nicely into something that resembled a twisted braid.

Let me know what you guys think and I'll let you know if I have any luck!