A tip I picked up, possibly here, possibly another scrolling forum, is to clip the very top of your blade to a point.
Take a pair of cutters and just nip off the top front corner of the blade - that angled tip makes it a lot easier to thread it up through the hole.
Of course, sometimes it feels like it catches on the hole and makes things worse.
Steve published a pattern for a thing I call "The ring of poking" that's a great help in threading a blade up through the wood:
https://scrollsawworkshop.blogspot.com/2020/05/scroll-saw-blade-bottom-feed-alignment.htmlI use pins for the pokers. I have a shortish one and a longer one (dressmaker's pin). Put a little glue on, drive the pin into place and cut off / crush the head of the pin as appropriate. I wear the ring out near the end of my second finger on my right hand. When I need to thread a blade up I rotate it to point the pin toward my palm. After the blade is through I spin the ring to point it away so I can work without having to take it off. It's very handy.
I've also realized that it's very hard for me to reach a hole if it's more than 4" from the edge so I try to arrange to not have to do that.