I ended up using a round handle and then sweeping a much too large rectangle down the length using a helix and then cutting it square from the side profile.

I tried to create a square helix and then sweep a rectangle along the path but have the edge of the rectangle alwys be perpindicular to the path, and it just twists up out of controll, off set another path to use as guide curve and it seems to get even worse.

I am trying to model .25" strip of leather wrapped around a sqaure handle and have tried 5-6 different ways and finally ended up cheating it out.