I used a kebab skewer to pierce eight holes into the side of a large conker and Z stuck cocktails sticks in them. We cut the sharp points off the cocktails sticks too, as it was looking a bit dangerous at this point!
We started by tying the end of the wool to one of the cocktails sticks and then, working clockwise, wound the wool once around the next cocktail stick and carried on working clockwise, winding around each stick until we had a big band of colour. To change colour we tied the old thread to one of the sticks with a double knot and cut, then tied a new know with the new colour to the previous cocktail stick to there wasn't a gap. We then repeated with different colours. E found this too difficult so she just threaded hers between the sticks using some very fat wool which makes it look like this:
We still have lots of conkers left so I'll be thinking of different ways to make use of them over the next week.