I have recently made some elaborate shapes using thread wrapped around cardboard shapes. These can look fabulous incorporated into tassels or on pelmets. They are very time consuming to make, but can look amazing. I particularly like the chevron shapes on the leaves.
Each shape must have a tiny spiral of wire around the edges to hold the wrapped threads in place. So the first part of the process is to make the spirals by winding fine wire around a slightly thicker core. After placing it around the shape I use a few cotton threads to hold it in place before wrapping with the coloured thread.