Ok, to work a Woven Picot, first insert a dressmakers pin vertically into your fabric. Bring your needle up at 1, down at 2 and up at 3. The loop of thread should be around the head of the pin as shown.
Next take your thread around the head of the pin again, and then pass your needle from right to left, first under the right-hand thread and over the centre thread, then under the left-hand thread. Do not pierce your fabric.
Now work back the other way passing your needle over left-hand thread, under middle thread and over right-hand thread again without piercing your fabric.
Carry on weaving in and out until the whole of your shape is full, then insert your needle at 4, behind the right-hand thread and pull through to the back of your fabric to finish off. Take out your pin and there you have it a Woven Picot. Try working a flower as I have done in the last photo.