I just use about a first fret length ... though on a couple guitars I use about half that on the 6th string since the post is too short for more than about 1.5 windings.
I only wind under the hole ... the pressure upward holds onto the string. I just hold onto the string with my right thumb and index finger ... keeps adequate tension on the string as it's being wound. Years ago I used to press the string down into the nut slot, but then it occurred to me it might wear down the nut prematurely or inappropriately, so I started to just keep it taut between my fingers.
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