I started using a new needle yesterday (size 28) as the old one was wearing out a bit, and found that the new one was an absolute nightmare to thread. The inside of the eye was rough and kept snagging on the thread and ruining it. I stuck my needle threader through the eye and wiggled it around in a kind of filing action, and hey presto it worked! It's still not perfect, but certainly an improvement on how it had been.
Just thought I'd let you know in case you come across a similar issue.