Plenty of pre waxed on eBay at a couple of quid.
What colour are you looking for? If it's red, cream or black I can send you some FOC.
I use 0.8mm which works well with thick straps.
Here's a seller on the Bay http://www.ebay.co.uk/itm/STRONG-THI...item58a8a48a37
Here's a couple I made that look of similar size and the 0.8mm thread.