I use the standard 1/8" crosscuts. Tie in at the back of the shank, wrap about halfway up and tie off. Then I wrap the thread back over the leather part to smash it down as much as possible. I used to end up with jigs with a big fat lump in the butt until I figured out I could layer the chenille on the uncovered part of the hook shank before wrapping the body.
Felt really dumb when it finally dawned on me!