I'm not sure how small "super thin" is, but I an turn 0.02" diameter stuff "between centers" to start with, or more accurately - chucked on the drive end and supported on the tail stock end by a live center.
If you're turning dry straight grained stuff, preferably tight closed grain wood, and turn from tail stock end back towards the chuck you can turn pretty thin without any finished end support - IF you turn and finish as you go, cutting only in short increments and only back to the thicker, chucked end of the blank.
The without stopping isn't any issue using this method - though it definitely is when the part is stretched (held in tension) between ends. Doesn't take much difference in angular velocity between ends to twist the wood fibers passed their breaking point. I made the mistake of trying to burnish a small diameter turning with saw dust. Just the little bit of friction involved was enough to twist the piece apart.
Though it sounds tricky, turning to really small diameters is pretty easy with what amounts to a small, single bevel bedan -actually a 1/16th inch parting tool. Use it to turn down short sections - say in just under 1/4" increments - making very light scraping cuts when your close to where you want to be, starting "heavier" cuts with the head stock end corner of the tool and peeling back to the thicker part of the blank. Easier to do than to describe.
charlie b