I have double wrapped it both ways. (1) Tie in just behind the head and wrap to the bend then tie off or don't tie off and wrap back to the front. (2) tie in at bend, wrap, tie off, cut off, tie in again and wrap again. Both has it uses and reasons for doing it but the wrap down and then back up is cleaner and makes a smoother looking jig IMO.
As for larger chenille, it also has it's uses and applications. If I want a full body that will hold more air and scent I will use larger chenille, if I want a more symetric body pattern from the chenille I am using I like a double wrap. It all comes down to preference really.
I love taking my kids fishing, now if I could just manage to fish at the same time.