The twisted fringe on the yoke I saw was not wrapped around anything. It was just too tight and stable. I've removed leather from a metal hoop and it does retain the twist, but looks more like an old phone cord.
I'm thinking the twist on this fringe may have been lightly glued, or perhaps steamed? If anyone knows the "trick" please share. I picked up a sueded deer skin coat and skirt from Goodwill a while back. It's too small for my waist, but would make a lovely yoke. I can use the skirt leather and sleeves for longer twisted fringe, and the few dark brown panels in the skirt to make appliques for the yoke.