if you have a grinder (I have done this with a file, to prove it could be done),
take the two ends of the wire,
grind lengthways an L shape in the wire, so when put together it forms one bit of wire, with an overlap.
epoxy/solder/braze that together.
then wrap with thin wire and epoxy/solder/braze that.
when wraping with wire, tight close in binding for strength, slightly loser if strength isn't an issue, but is just subject to vibration.