Take another look through these threads:
http://www.guitartricks.com/forum/showthread.php?threadid=2593
http://www.guitartricks.com/forum/showthread.php?threadid=2021
Manufacturers fill the windings with somehting like varnish or beeswax to keep the wires in place.
And no, a resistor is no substitute for turns of wire. You need windings to interact with the magnetic field.