The right tools is the key to perfecting your bullions. You can use a wide variety of threads - the weight of the thread determines the size of the bullion. I prefer to use dmc perle cotton #8 when making bullions for smocking, as they give off a pretty sheen and they make the size bullion rose that I desire. Other types of thread, such as embroidery floss, floche or silk ribbon can also be used.
One reason people struggle with their bullions could possibly be from using the wrong type needle. I prefer using a straw or milliner's needle, which is the same thickness beside the eye as it is for almost all of the rest of the needle. A needle that is wider at the eye of the needle causes alot of grief when you are trying to pull it thru all those wraps. Using a straw or milliner's needle will suddenly result in easier made bullions!
I have a step-by-step tutorial that you can use if you need help in learning or perfecting your bullions - just stop by Southern Stitches and click on the tutorials link to get started!