There is one thread that is designed for splitting. Split Second Thread by Marc Petitjean. Not as easy to get hold of as Danville's and UTC, but is available on line.

If you are looking at a thread, one test is to hold the spool between your ring and little finger left hand and the heal of your left hand, and the end of the thread with your right hand index finger and thumb. Then run the nail of your left index finger up and down the thread. This will show you how easily you can spread the thread. If it spreads easily over your finger nail it will split easily.

The best needle for splitting thread is one made from a "ball end" sewing machine needle. They are designed to go through thread without damaging it. I use one that is just pushed into a 1 1/4 inch brass Slipstream tube (you need to grind down the thick end a little, do it on a slow taper so it locks into the tube. For the engineers, like a Morse taper). I use mine just for dubbing techniques, I have a standard bodkin for applying the UV resin I use.

If you file the other end of the tube into a taper, by putting it into a drill chuck. and gently resting it on a fine file or Emery cloth, you get a half hitch tool. It is handy to throw a half hitch on after finishing the dubbing so you can have an anchor point and flatten the thread too take out the excess twist. Once you get used to the split thread technique you will not need to do this, but I find it gives beginners confidence.

Cheers,
A.