Supposedly, moisture in the pipe makes it more likely to suffer
flashover. In practice, I've never dried mine and never had problems.
Without a lathe, get a friend to hold a stick that the reel of magnet
wire can slide on, and have her apply a little tension while you turn
the coilform by hand and guide the wire with a fingernail. A 4x26"
coil takes several episodes of House or a couple of feature-length
movies. It is much quicker to do it with two people than alone. It
will take you about two inches to get the hang of it, after which you
can start again if you want a nice-looking coil.
I don't have advice for building a winding jig, except that it's a
very good idea and a timesaver.