If you have a household candle, or a fancy one for intimate dinners, just take a hot knife and slice off a small chunk - an inch is all it takes, then when you have threaded your needle just trap the threads, near the needle, under the wax and pull. It is best to do this on a craft (not polished) table or spare bit of wood/anything hard - not the best furniture!! Not your thumb either as the friction will eventually make it hurt.

Only use the length of thread you neeed for each seam, plus a couple of inches so you can tie it off easily. That means minimum effort for you/minimum wear on the fabric - both significant when doing a kilt.

I really must try a box pleated kilt one of these days - once I have worked my way through the heap of kilts in waiting.

Put it on the list.