After spending an hour playing with the different DIY fids, my essentials for doing this is 1 - .032 36" length of piano wire twisted with a loop on the end and 1 hollowed end knitting needle. That is all I need, and I can whip one up (minus the whipping) in about 7 minutes, with no snags or popped threads of any kind. And if you get a length of piano wire, you can do up to 24" of bury! The longest I've done is 12", but I can easily double that if I wanted.
This is just too cool. And cheap. The piano wire was $1.59 for 3 - 36" lengths.