You have found the gest way to finish the head short of using a coat of 2-minute expoxy on the head, which is a real pain to use on small heads. And you have also found the secret to keeping a fly together without using excessive thread wraps on the head.
The Griffin's Thick Head Cement is a medium viscosity cement. I use and have been using Rumph's Head Cement (another medium viscosity head cement) for years. The key is using two coats of the medium viscosity head cement, of which there are many on the market the brand name of which is unimportant. If you don't want to use a solvent-type head cement, you can use Loon's Hard Head polyurethane cement.