Nina, I used those bags for balls of pearl cotton (I did a lot of Hardanger and drawn thread designs.) Works great, and I punched a hole in the side of the bag and just pulled out what I needed - kept the thread nice, clean and contained! I always had a needlework project in my bag when I was out and about, and those bags worked flawlessly.
All my embroidery thread is put away in an antique buffet, so I just buy thread net by the yard from The Sophisticated Stitcher - cut off about an inch at a time.