I have been collecting all my thread ends that I end up with while doing my machine embroidery, and eventually will use them in something with this technique.
You could use them for a number of different things, a couple that come to mind is as a decorative pocket or collar on a blouse or jacket. If you have a lot of thread, they can be used as pieces of a vest or scarf. They could be used as a pillow top, although I would layer it on top of another fabric, so the pillow batting wouldn't show.
I'm sure there are a lot of other things that can be done with this technique, just need to think about it, and see what you can come up with.
Diane in Colorado Springs where it is getting ready to snow tonight.