Pic #1: Cut a long piece of thread, yarn, or twine. Insert the fiber into a yarn/darning needle and double knot one end.
Pic #2: Insert the needle through the middle of the large tree (from inside - out), so the knot is on the inside of the tree.
If you're going to be selling or gifting these trees, it would be best to put a dab of fabric glue on the inside of the large tree to keep the knot in place. You can also put a dab of glue on the first 3 rounds of the large and medium tree before placing the tree layers on top of each other. I recommend Aleene's Tacky Fabric Glue. I used twine, as pictured, and the layers stayed in place without glue.
Pic #3: Insert needle through the middle of the medium tree and then the small tree (from inside - out).
Pic #4: Cut the twine so you can take the needle off and make a knot.