Add a thin layer of glue to both sides of the key's bow.
Find the center of your embroidery floss and place it on the bottom of the key's bow.
Working your way to the top, start wrapping the embroidery floss around the key cover, alternating between the two sides of the yarn. Add more glue as needed and continue wrapping.
Secure the first end of the embroidery floss by gluing it to the rest of the yarn. Cut any access yarn off if needed.
Wrap the remaining end around until the key is completely covered. Glue the end to secure.