I don't tie with hair apart from deer that much but, assuming you're not using too much hair in one go - you can put several bunches on one after another- here's what I would try.
1) take a turn of thread
around the hair only after you have 3 or four tight turns. This should lock the hair.
2) use strong thread you can put pressure on - 6/0 uni or similar. I have gone as far as using power silk but it's so strong it cuts the hair like a cheese wire.
3) as long as the fly is for fish you can't beat a wee drop of superglue to bind the hair together (not pc really but it works - sorry Kev)
Hope this helps
Peter