I think you can also grow bolbitis attached to hardscape, but it's been a while, so I'm not certain.
As to clear thread, I believe that's just thin monofilament nylon, same as fishing line, just a different purpose.
I've had pretty good results using both superglue and rubberbands. the superglue is whitish, but usually gets overgrown (especially by moss). The rubber bands start to decay and fall off after a month or so, and by then the plant is usually anchored to whatever. Not pretty, but easy enough to remove once they fall off/fall apart, and pretty easy to apply (much easier then tying thread, IMO...)