Some time ago I did similar job using optical fibre (glass). I had to remove the shield and outer layer (made of transparent plastic).
It worked (still does) very well in my finder.
On another occasion, I used glass from used bulb - melted it over the spiritus flame and stretched just like you did with hot glue. This procedure is a bit tricky because such a thin glass cools down very quickly, so I had to be careful to get long enough fibres before they would break.. but it worked also quite well.
However, the thinnest fibre you can get is from spiders :-)
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