I have a brass Roxanne's thimble, and it actually grips the needle to pull it through. You can also use a (medical instrument) hemostat or needle holder. They are readily available, on ebay at at flea markets, and look like tiny needle nosed pliers. Some have teeth on the blades, and if the teeth are too sharp, you can put a piece of tape over each blade so the needle doesn't get scratched.