Looking good. The process is one I have known of as whipping, involving leather maybe but not that type those of you who might have other thoughts in their mind other than shooting, then again.. Any way back to the topic, in the good old days before plastic rope it was often used to bind the end of a rope when the extra thickness of splicing it was a problem. Now days it is most often seen on fishing rods to bind the guides on, at least on the hand crafted ones. If you are just wanting something for looks and not to provide protection for your fingers you might try a good fishing shop, suggest you get a few different threads and make a patten by restricting the length of each whipping to around no more than an inch or so, the finer thread and the unyielding substrate will give you big problems if you try and pull the locking thread too far. The alternative is to lose the start end under the first dozen or so wraps and then as you near the end insert a loop of some spare thread so you can pull the end back under the last dozen or so wraps. Finish with some clear finger nail polish or ask at the fishing shop for some more expensive product.
Caution; 1, fine threads need great care to make sure you do not overlap a turn, it will stick out and it is unlikely you will ever be happy with the result.
Caution; 2, unlike leather or paracord the fine threads would not be as much use as a spare boot lace or whatever in an emergency.