Instead of using thread, I would suggest using superglue gel to glue it down to a piece of live rock rubble or to a plug. I frag my kenya tree this way about once a month and it works great every time.
I know that the thread method works fine, but for some reason, I always see this as adding extra stress to the already frshly-cut stressed frag. That's just my .02 though.
No one method is better than the other. Hope that this helps!