Well I suppose, as with many Thai words, you have to think outside the box a little bit. In this case the “silky threads” referred too are actually long strands of roughly spun palm sugar! A little bit like candy floss.
The ingredients(sugar + Roti’s) come in a do it yourself, takeaway plastic bag, so you have to fill your roti with long coloured threads of palm sugar. Incidentally often the roti is green in colour. This effect is achieved by adding Pandan leafs to the mix of egg and flour.