The splicing wand is a great tool for doing the tail bury. I have a medium wand that I just used to complete some splices on my dyneema (STS-HSR) standing rigging.
For smaller diameter line i usually just use a piece of folded stainless mig wire.
But you will want something like Brion's oak handled marlingspike for creating the brummels. It works really well for most sizes of line. The taper of the spike allows you to open up a hole just big enough to pass the end or a bight through.
-jason
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