Can thread veins be too small to inject?

Yes, these smaller "thread vessels" are likely telangiectasias and are certainly treatable. If the vessel is too small for treatment with  injectable sclerosing agents, it may respond better to treatment with a YAG laser.

Please consider a visit to a vein specialist who you can trust to help you make an informed healthcare decision according to your goals and option to treatments.  All the best, 

Most telangiectasias can be injected or undergo topical cosmetic laser. See someone with expertise. BestH Karamanoukian MD FACS

The fine, thread-like veins on your legs are spider veins.  Most of these can be treated with sclerotherapy and/or topical lasers or ohmic thermolysis.  If they are short, faint veins, skin laser procedure or ohmic thermolysis may work very well without the need for sclerotherapy injection.

Sclerotherapy (injection) or laser treatment can successfully eliminate spider veins- it might be best to get a second opinion regarding your particular condition but an experienced physician can offer laser therapy if he feels injection is not a viable option

Some veins are too small to be injected. Sometimes, a larger feeding reticular vein in the area may be injected and connects to the small thread veins. If this is not the case, either Laser or Veinwave might be effective.

Sometimes veins can be too small to inject, if a needle won't fit into the lumen, one can not adequately get the medicine in to treat.  However, these veins often have a larger feeder vein or reticular vein, that if injected, will place the medicine into the problem veins.  If these are not visible, Ultrasound or other tools can help them to be seen.
If larger veins are not present, tiny veins can still be treated by other means.  I often use RF microneedle or lasers to close these veins down.  
Any vein treatment may take more than one session for complete resolution.
Good luck to you,
Dr. Powell