Winding checks are for hiding roughly reamed cork or creating a visual break between the cork and the blank. There isn't any real need for them other than aesthetics. If the check you have is a bit too loose, you can do a small butt wrap and slip it over the threads. If you don't want to wrap under it, the epoxy will hold it fine. Personally, I'd wind the thread under it so that it can't end up off center while the epoxy cured.