There are little wooden thread cone adapters...see this link....
http://www.createforless.com/Rosecre...utm_medium=cse
but before i knew they existed i made my own from a dritz adapter for the large cone, i just cut the outside pieces of plastic off and then used sandpaper to smooth the edhes, it works so well that i've never bought the wooden ones!
this is the dritz thing...
http://www.spinblessing.com/item.php?art=072879113433