Helix around tapering cylinder

Hey guys,

I'm trying to model a guitar string wrapping around the tuning peg. Unfortunately, the peg isn't perfectly cylindrical. I have tried creating a sweep following the guide on the attached video link, but no luck. Can't seem to figure out how he used the sweep feature using only lines. All help is appreciated and thanks in advance.

Patrick

https://www.youtube.com/watch?v=mWbtOVKbS4I

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