"Another possible method I can think of is to wind the coil using two (or more) wires in parallel. One makes up the coil, and the other spaces the windings out. The second wire can be made of any material. It can be removed after the winding is finished, or left there if it's not magnetic or conductive. This is probably more difficult than using a single wire, but should still be easier than basket/honeycomb winding. One potential problem is that the friction between the wire and the former is normally quite low, if we remove the second wire, there will be space for the first wire to slide. We may need to use some adhesive to stick it to the former (which also has a higher dielectric constant than air / vacuum, though)." - Zhuoran
One could perhaps use thread to space things out? If it's porous then it would provide a path to the coil former for varnish / dope, likely increasing physical stability and therefore potentially decreasing thermal drift. It's something of a challenge winding anything finer than say 32 AWG with my crude winder, the prospect of adding thread to even finer gauges isn't super appealing. It's not clear what the ideal spacing might be for a given mH and aspect ratio, so it would likely require some (painful) experimentation. And it would make the coils physically larger, though I personally am OK with that.
Lately I'm worrying less about the dielectric constants of the former & dope. There seems to be a ceiling of 200 or so beyond which Q can't be practically increased. Not sure how much of a Q factor the intrinsic (self) capacitance of the antenna plays into this either. Q is a direct multiplier of drive=>antenna voltage, frequency selectivity, and oscillator stability, so it's a triple-whammy type spec.