Yes, for these, I tied in at the head, then at the bend after furling. It could have been wrapped around the hook as well, making sort of a mega-chenille.
I think you might be able to build premade furled yarn to the length you need, and then use it in any way you can imagine. Clamp one end in your rotary vice, spin it, bring the other end up to the first and secure it with a drop of super glue, and you have a furled yarn strip.