I don't know where I saw it, but somewhere on the internet is
instructions on how to use two pencils to wind pull skeins. I can wind
up to a pound of yarn using that method, although it gets difficult.

I have learned to do it just with my fingers for smaller balls.

Leave a 6-inch tail, wind around little finger 10 times.

Pull off finger, smash the circle of wound yarn flat and place against
index finger. Wind 10 times around finger and smashed yarn
penpendicular to finger. Then start winding at 30- to 45-degree angle
to your finger, moving about a half-inch every 4-6 windings. After a
few of these, you can take it off your finger and actually pinch the
hole and the side of the ball between your thumb and index finger (the
index finger acting as a handy guide to keep your windings on target).

Voila! Easy pull skein!