Knotty Mike Van Doom:

“ I’ve done this a few times when I was worried about a dread being too thin.
I’ve previously joined 2 dreads into 1 dread and 3 dreads into 1 dread, they both worked perfect. My method is this: 1) Take the two you plan on joining in holy matrimony, and get a small elastic band. 2) Put the band ½ an inch to an inch above the scalp, basically where the roots have dreaded. I also once used black electrical tape and covered a 3 inch section, again above the root. (Knotty Boy disclaimer: we would never recommend this, but use your discretion, right?) If you use elastics, putting 1 or 2 more further down the dread helps keep them buddy buddy. 3) Wax and twist. I always twist in a clockwise manner, always with my right hand so it doesn’t get messed up, but any direction is fine, as long as its consistent. And twist in your off time. It takes a few months, but really no longer than it takes for any other root to become dread.”
There you have it, Thanks Knotty Mike Van Doom!

Here's another one from Knotty Niggles:

"I have recently joined a lot of my dreads together to make them appear thicker - At 1st, I did try the elastic band option, but they kept snapping and I was forever replacing them which turned out to be a right pain! - So my advice is to use a little thing called needle and thread - Be sure to have a thick needle, and some good strong thread (I used linen thread which is usually used on canvas, and I'm told it's the strongest you can get!).
Shove a piece of thread through the needle (about 20cm long) and tie it into a loop (tie it a good few times so you get a big knot, else it will just go in the hair and straight out the other end!) Wrap your dreads around each other really tightly at the root -  Thread  into your hair until it stops, and then just keep threading it around/and in and out of the dread until you run out of thread. Now you can just snap any excess thread off with a pair of nifty scissors.
To keep them nice and tight, keep wrapping them tightly, and thread every couple of inches down -At 1st, I tried using just thread at the roots and the tips, but then they are loose in the middle and you can see the gaps quite clearly. So if you want nice thick round gapless dreads, the more thread the better!
And to top it off, a nice coat of that delicious smelling Knotty Boy wax - Works a treat!"