Thin CA is definatley the key hear. As suggested let it wick back, I tend to use a good drop.
If you are needing to thread it, try a slash cut at an angle in stead of a straight cut, it give you a nice pointed end for threading.
I have also bought stuff from this guy and was very happy with prices and service.
Word of warning, for scale sailors especially, ropes made in natural fibres shrink when wet.
For standing rigging use synthetics to avoid potential damage to mounting points or even a mast penetrating the desk or the bottom of the hull when rigging shortens.
Some of these model ropes are best suited to static models.