One thing you can do if you knit and the spindle shaft is fairly straight or tapers smaller, is slide the cop off of the spindle and on to a knitting needle. If it tapers alot, wrap some paper (heavyweight is best) around the spindle shaft and needle, slide the cop onto the paper, then pull it down onto the knitting needle. (or heck, just leave it on the paper :-)
I've heard some folks always wrap the shaft in paper to begin with, and wind straight onto it, so they can slide off the cop more easily. The book Handspindle Treasury had an article on making quills for spindles so you could do this.
I would recommend against using a center-pull ball since fine singles are very likely to tangle. Similarly, the Andean plying bracelet may not work that well, as the yarns will tend to twist around one another and end up snarled rather than politely unwinding as you pull to ply.
An alternative solution is to make two felt balls, about golf-ball size, and to wind the singles fairly tightly onto those. You can hold both balls (or 3, or 4, depending on how many you want to ply) in your hand to ply from, for maximum control of your fine yarns.
(posted by me on spindlers, 11/9/2001)