In our office this procedure is done until local anesthesia. There is almost no discomfort during the procedure. This is often surprising to patients but has a lot to do with a person's anatomy and proper technique. The threads are generally placed in the subcutaneous plane (below the dermis...
I use both kinds of threads and have yet to recommend one type over the other. Most of my thread supplies are determined by availability of threads from the company in a timely manner.