I have mentioned several times to a number of people that I like using these cheeses or wheels of unspun rovings and spin them into my own yarn. In Canada, during the war when sheep wool was scarce, they used the undercoat from buffalo to make yarn. The name stayed, but now they are back to using wool from sheep. Many mills make these wheels; check around. They use these to spin the yarns. I find them in thrift shops quite often. The idea is to knit directly from these wheels-- because of the twisting that happens when you pull up a strand from the side of a wheel, it is enough to hold together. There are normally 6 strands wound around the wheel, and are quite bulky for those great fall sweaters we love!
The first thing to do is to separate those 6 strands. You can't just wind them off the end of the wheel, because they will twist. I rigged up a knitting needle through the sides of a cardboard box, so I can pull the strands off as the wheel rotates. It takes time, but eventually you get six neatly wound balls of singes!