My thoughts are purely speculative. I do know that the wool thread is meant for hand applique. It has a very low twist and that is why it would break easily when going through the machine tensions and needle. But, there is thread, wash-away thread, that will go through the machine. It is intended for temporary holding. So, to my theory. If you used a large needle (I don't know the size of your wool thread) and paired it with the wash-away thread (treat the two together as one unit) it might work. Then, use water on a Q-tip to melt away the wash-away thread. I think it might be worth a try.