I use ordinary plain old string - not the plastic or polyester type of string - !
Put a spot of Cyanoacrylate adhesive on your pipe where you want the lagging to start, stick one end of the string to the Cyano, then wrap the string tightly around the copper pipe.
After every 4 turns or so, compact the string so it is tightly coiled around the pipe (ie: push the coils up against each other - as you do not want any gaps). Carry on until you reach the end & then again using Cyano, spot the pipe where you need the string to finish & cut off the surplus.
After this, paint the string with white paint (I use Humbrol matt white or similar). Before the paint is totally dry, smooth out any hairy bits of the string, then let the paint dry before another coat.
This is how I usually do it - hope it helps . . . . .