I found Tandy's awls GROTESQUELY oversized for nearly any application, and much of their waxed thread is far too large and very over-waxed as well.

When hand sewing I use their "Sewing Awl" thread, which is a finer gauge (d277 - still heavy enough for holsters and saddles) and much less heavily waxed.

I made my own awl from a sharpened harness needle (the same size I use for actual sewing) which gives me an ideally sized hole. It means I frequently use a small pliers to drag the needle's eye through the hole, but it makes for a very clean finish.