What they are doing in the you tube video is not knitting, they are taking a needlepoint fabric, and sewing the fur thru it.
Would be pretty easy to do, probably much easier than to actually knit fur, but I am really not sure why they are calling it knitting, they are using a large yarn needle to run the fur thru the grid. You can get needlepoint fabric by the yard at most good craft stores.
No worries, been doing needlework and fabric stuff for a while, and never tried this....but I think the cost of supplies for an entire coat might be prohibitive, even rabit get's expensive with that amount.
BTW if you are doing this, I would not suggest the spiral cut, I would suggest cutting in strips so the fur lies all in one direction, and then I would just stitch the 2 strips together where they meet with a few stitch of regular sewing thread, the end product will look much nicer if all the fur is pointing in the same direction.