To make a jig with a body the size of a chenille body with thread is a waste, IMO, especially when there are so many things that will give you a nice body for a lot less work and less material. If you're making a hair or marabou (no chenille) jig, then you use the thread to secure this and it's visible. Here's an example of one of my hair jigs.
Also, when you asked if anyone uses collared jigs to give it a bigger profile, I do on bucktail jigs because they're large and wouldn't look right without the collar. For smaller 1/80th - 1/8th oz. hair jigs, I don't. Here's the link on how to tie bucktail jigs.
How to Tie Bucktail Jigs (with lots of pictures)
Hope that helps.