Gail Nichols and I made a set of videos a few years ago and it is basically how I still make sets. With one change check the bottom of the page after you have watched the videos.
This is how I make my fringe now. I use a 1mm plastic sheet with a whole cut right in the middle wide enough for my sewing machine foot. Then I set my sewing machine on a very short stitch and stitch across and back over the same stitching. Cut the wraps free on both sides and fold over the threads on the sewing machine stitching and press. From there everything else is the same.