The only mono I had laying around was some 8 lb so thats what I used. It was more of an experiment to see how it would turn out than anything. I'll probably make some up with some smaller stuff maybe 4-6lb for a trout leader and use these for something larger.
Anyhow, there really isnt a need to keep it tight at all. Just twisting with your fingers is sufficient. The 'tag' ends just need to be free flowing for the most part. As he said in the video, just keep the two ends separated otherwise they'll twist eachother up into a big ole mess. When I was working with the longer pieces I formed like a triangle. the completed leader going straight out from me, and each of the tag ends for lack of a better term on each side of me. Its a good idea to take your time and keep everything from twisting up. The twist you impart on the completed leader is all you want twisted, and then keep the leader itself from twisting up. Every couple inches (4-6 or so) I'd kind of play with the 3 ends and keep them straight if possible. If I didnt, it got messy and caused me a lot of work.
I also suggest trying it out with a short 1-2 foot piece just to get a feel for it before you tackle a 20 foot length. The longer the amount of mono you have the more troublesome it becomes to keep things from getting out of control.