I've been told you can use plumber's tape.
On Tue, 17 Nov 1998, Lee Thompson-Herbert wrote:
> I've been told by several flute makers that polyester thread coated in
> beeswax is the ideal wrapping material. Bagpiper makers sometimes use
> wax-coated hemp or linen threat. Neither swells when they absorb water
> (and if you wax the thread well enough, it shouldn't get very wet anyway).
> Don't use dental floss. It's abrasive, and will eventually wear down
> the inside of the headjoint.