You'll need a thinner, more delicate needle to work with the lace. Also, I prefer to use a poly blend thread, which I find is stronger than cotton. If you use cotton thread, it's more apt to tear and break during the process.
Just make a tail that's about 1 inch for every 2 stitches. Any craft store that sells knitting needles should have circular needles that are just the same size as...
You could either cut those threads and glue them to the back of the bangle, or you could glue them to the outside of bangle and place an embellishment over...
Yes, but it will take a lot longer than a sewing machine. Make sure to firmly secure your stitches so that it doesn't come undone. (I've made this mistake myself.)