Here are Kathy Morgret's instructions for knitting on your fingers. I tried it with three strands of yarn and ended up with a nice boa:
I don't know if the link will work, but if not it's under Features and it's Article #2251.
Wow I remember doing this as a kid. It never occured to me to do it with 6 pieces of yarn though. The finished product looks great. I may just have to pick it up again.
Crazy! (In a good way.) I'll have to try that. And you'll never misplace a needle, either!