On really small holes, I stick some really thin plane shavings in there instead of toothpicks. One "trick", if you can call it that, is after you put the screw in the first time, take it back out and wick a LITTLE thin CA into the hole to harden the threads....let that cure and put the screw back in. That's an old trick from my radio controlled flying days, where you're frequently taking wood screws in and out for various access panels.
Wood dust might work even better, but I've never been able to really try it because the dust doesn't give the screw anything to bite into until the glue sets.