In a recent comment following another post, Becca asked if I'd share my 2-ply technique. Sure! Here's a project that illustrates it.
I started with this Green Flash BFL/Silk sample from Friends in Fiber.
I separated it into 8 strips and spun a thin single, following each end with its matching end:
In order to ply, I wrapped it around my hand, while holding the inner end so as not to lose it.
Then I took out my thumb, to make tension more reasonable, tied the two ends together and attached the combined end to the spindle.
Finished yarn: 91 yards of 2-ply, self-striping laceweight yarn, weighing .35oz.