Do you remember one of my purchases at Tokyo International Great Quilt Festival was an embroidery threader?

On the left is a traditional threader, easy to find anywhere (I would think), and on the right, with a green plastic handle, Clover's embroidery threader.

They are used in the same way; inserted into the eye of the needle, loaded with thread and pulled out. The difference is that Clover's version is suitable for long-eyed needles (crewel, chenille, tapestry, darners, larger beading).

Now a similar threader can of course be made with a piece of paper:
This method is often found in embroidery books (Mary Thomas's Dictionary of Embroidery Stitches, The Essential Guide To Embroidery...)

★The advantage of the paper method is that the paper is thin and a single strand of thread does not create any bulk.
★The advantage of Clover's threader is that it is sturdy and long lasting. 

I have found my new threader very useful for threading those short strands of thread, orts, I am trying to use on my Pile 'em On project.