Now I'm an inventor! I'm sure someone else has already thought of this, but I haven't found it yet. Here I have my clamp and I have inserted a Fiskers hand drill. Now the heavy gauge wire is inserted into the chuck, along with the smaller gauge wire. I use one hand to crank the Fiskers and the other hand to guide the small gauge wire around the heavier gauge wire.
For those that need numbers, I was using 20 gauge and wrapping 24 gauge around it. But these gauges change depending on what the project calls for at the time. This gizmo is very helpful when making a boat load of double helix coils.