I don't tye many 'furled' flies but I would attach one end to the hook (tightly) and then Twist, Twist, Twist. As Jason suggested, place bodkin or pin at the length you want the extension and allow the furl to fold over. If not tight enough, open up the extension and twist some more.
Sounds like the Chubby Checker song - 'Let's Twist Again', lol.

Allan