I couldn’t find any wire reinforced clothesline, so experimented with thermostat wire and others: basically, check out the wire section of your local hardware store and test what they’ve got. You’re looking for something bendable, but that will retain its shape, and can definitely be doubled up on itself, hopefully flush, without a little loop at the end. Some wire types I found did this better than others.
Also, you’ll want to use chunky, bulky or worsted weight yarn, or else you’ll be winding for a very long time.
I’ve made three, and they’re pretty quick once you get going, other than having to remember how to do cursive and remembering that i’s and j’s have the problem of not easily being able to do dots with this format.