With the mussels there is a tough part I call the lip. The lip goes around the inside edge of the shell all the way around. You can put the hook through the lip a couple times, so that the lip lays out straight as it goes through the water. Often the lip alone is enough to catch fish, but for added presentation, you can also hook the fleshy red/orange part of the muscle onto the hook.

The fleshy part won't stay on the hook as well, and in fact the fish will often bite it off and leave you with just the lip.

Thread would get too complicated for me, and I'd get so frustrated I'd go back to using plastic grubs ;-)

I also got some cool Mustad Short-Shank, Wide Gap baitholder hooks. They're freshwater hooks, but the guy at the tackle shop said that they work well for using sand crabs and mussel b/c the short shank makes the hook less visible than your standard baitholder hook. Worth a try.

** tight lines make all my troubles go away **