I love size 11 milliners needles for English Paper Piecing (sewing the pieces together) and applique. They are hard to find so when I do I get several packages. They are very fine needles so take a fine thread like a silk thread or my favorite Bottom Line (which is 60 weight thread). I use Richard Hemming brand needles as that is what I can find.
To thread a needle more easily lick the eye of the needle rather than the thread. The moisture on the needle will pull the thread through the eye
I have a needle threader (sorry can't remember the brand but it's not Clover) that has two size threaders on it, one at each end. You sit it on a surface and push a plunger to put the thread through the needle. I like that a lot but the size 11 needle has too small of an eye for it to work. It does work great on size 8 and larger needles however.
When folding my fabric over my template for EPP I generally use a size 8 John James Embroidery needle as they are a little bigger with a large eye and shorter than a milliners. I use up bobbin and end of spool thread for this hence I need a bigger eye.
Remember the larger the number, the finer the needle in hand sewing needles (size 8 needle is bigger than a size 11). The name of the needle (between, milliners, embroidery etc) tells you the shape of the needle.
It's a matter of personal preference. I found what works for me. Others have said my size 11 ones would drive them crazy.