I found this little tip here about reinforcing a sock using thread. It might apply in your case:
[FONT=Comic Sans MS][COLOR=Navy]Q: What do I do with the little spool of thread that came with my yarn?[/COLOR][/FONT]
[FONT=Comic Sans MS][COLOR=Navy]A: Some brands of sock yarn provide little spools or butterflies of matching thread to reinforce the heels and toes. Start knitting the thread when you begin the heel flap (for a heel flap/gusset heel) or when you start the heel (for a short row heel). Continue using it until you start knitting in the round again at which point you cut it off. Ends do not have to be woven in as the thread is knitted with the yarn. Cut it close to the last st being careful not to cut the yarn. Start using it again when you begin the toe decreases/increases.[/COLOR]
[/FONT] I assume that you could continue knitting double for the sole part of the sock and end when you reach the toe. You'd have to pick up your second thread for the sole and drop it when you knit around the top of the sock.
Just remember that adding the extra yarn will change your gauge. I'm not a big sock knitter and have only heard of adding a thread with your sock yarn to reinforce, not cushion a sock.