Yvonne, I'd get a couple of safety pins, start near the ground, pin the first wrap, and then proceed like an Ace bandage. Not too tight, but tight enough to keep the bugs out. Of course, the stocking would 'grow' with the thickness of the stem. Pin at the end to hold in place.
Now that I've thought of it, I
almost wish I had a use for it.
But if you really do try it, I'd love to know if it works for you.
My garden is small, and there's no room for squash inside the fence, so I'm buying deer netting and tenting my squash. My squash pests have 4 hooves and sometimes antlers.
I'm using bridal tulle (Jo-Anne's) to tent my brassicas and to make bags for my tomatoes and peppers. They'll think that that's a huge veil by the time I buy a whole bolt!