Give it a try, bet you find it easier than you think. I'm not as methodical as Megan, I just use any thing that's convenient to wind a coil, toothpick, large straightened out paperclip, little blue screwdrivers that come with a kayfun, q-tip, etc. I was using 30ga kanthal, but ran out a while back, so since I had roll of 28 ga I just started using it. I would recommend 30 or 32 ga to start with. 28 ga is rather large to get enough wraps to be able to fit. It works fine for me coming in around 0.9 ohms. I'm using a regulated mod so I can't really go much below that.
Always remember, be safe....