Picked some up for a roast lovely wife made, had to ask at as it's not easy to find, but think it was near their utensils. I use a #2 sewing needle to wrap it like the OP, tried without it but the coil is too tight and burns thru. You can separate the strands to get whatever thickness you want. I find cotton has a slightly different taste then silica, perhaps cleaner I dunno... But was concerned about silica fragments when examining used wicks under a magnifying glass.
Awesome, thanks for the shove in the right direction. Seriously appreciate it. Saved me from myself
Thanks for the tips too. Good to know about dry burning. I would have tried it