Depending on what I'm doing I generally wind two bobbins with the colour I'm using, unless it's something where what is at the bottom doesn't really matter. I'm still using a Sidewinder though, I bought it around 2009 prior to selling my old Janome because it refused to wind a bobbin.
I don't think I could use pre-wound threads as Pfaff is a bit sniffy about what goes in, all the machines have a specific bobbin.