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I hate embroidery thread holders. It doesn't matter if it is nets, clips, or bands I just cannot stand them. Every time I take them off or put them on it just doesn't feel natural for my workflow.
Something had to be done, and this is what came of it. I take a very sharp knife and I cut into the side of the spool and use it as a catch for the thread.
This works wonders. It does create a small threat that the thread will become tangled, but so far that hasn't occurred. To keep things in perspective my primary machine is a Brother PE800, that's where I do pretty much all of my testing and my thread of choice is the 1000m spools of Simthread. (40 Pack From Amazon)