I've used whatever thread I had handy for hand piecing. The only one I had real problems with was the super cheap thread from the "everything's less than a $" store. I do let my needle hang down and the thread untwist ever so often. Learned this trick when I was doing lots of counted cross stitch. I also make sure the thread moves freely in the eye of the needle and does not stay in the same position on the thread for very long. Otherwise the eye will rub on the thread and cause it to fray and break. Good luck on your piecing!