You will get the best results when you use thin cotton yarn.
This DIY is very simple, even your kids can do it.
Step 1: 'ugly' cord and cotton yarn
Step 2: tie the yarn to the cord with a small knot
Step 3: hold the end of the yarn down and wrap over the knot and the end bit
Step 4: keep wrapping the cord until the end
Step 5: work the end of the yarn into the wrapping with a needle
Step 6: cut the excess of and you're done
If your very patient you could even use sewing thread or embroidery thread.
Good luck !!