I have only recently started using windons and have been making my own following Reefman's tutorial -
http://www.ultimateangling.co.za/index.php?topic=64.0. Last time I went fishing I had some problems when joining my mainline loop to the windon, especially when my hands/windon/nylon was damp.
Last night I came up with a quick solution.
The problem: When sliding the loops of the cat's paw down the dacron, the dacron loop wraps around the double line making it a struggle to make a neat knot. This became quite evident on the last trip when a light SE wind blew and everything was damp. I wasted valuable fishing time (not complaining though as my arms were tired from a fight), but still.
Solution: I inserted a piece of nylon into the loop

Finished

Kink the nylon inside the dacron

end results: This made it much easier to slide the nylon down the dacron loop without it wrapping and the finished knot looks exactly the same as it did without the nylon insert.

When making my own windons I insert the small length of nylon before making the first stitches.