Dave, you can use serving material... I've actually bought a couple spools of BCY nock-tying material that works really well.

One of these days I'll make an instructional how-to thread... but I double up a piece of dental floss and lay that alongside the bowstring (center serving). I then wrap around it to achieve my desired length of nockset (four wraps for the top nock; eight wraps for the bottom nock) and then push the tag end of the nock-tying string through the loop made by the dental floss. I then pull the dental floss back through under the serving, and it leaves no visible knots -- just wrapped string. It's really slick and works perfectly. Pull both tag ends snug and you can move the nock up and down the serving and position it where you want, then pull tight and melt the ends.