Everything is a compromise. The smaller the thread the neater it looks but the harder it is to sew if the hole is small and the needle is large. If you have a decent amount of thread buy different needles. John James #2 will be useful. JJ#3 will take a 1mm thread. when saddle stitching it's good to put both needles in the hole at the same time, this negates piercing the thread which will give you a headache. If you have to, you can do one needle at a time but must be extra careful to not pierce threads. Make sure you buy harness needles which are blunt.