Have you crocheted in the round before? If so, doilies done in thread will be no problem, it takes a little practice to get the tension right with thread & small hook, but the techniques, stitches, etc. you already know.
If you've never crocheted in the round before, I'd do a doily pattern in yarn first for practice before switching to the thread. I love working in the round, & there are just a few differences than working in rows, but it really is not difficult. Practice practice practice.
Doilies can be really simple to very complex, start simple.
Thank you, that's exactly what I did right after I wrote this--I did one in yarn and solved my own problem! You're right, though, it'll take some attension to get the tension, always a big thing for me.