Shuttles are a handy thing... I've found, however, that a lot of people only use about a third of a shuttle's capacity. (And now I feel like one of those Scientology guys telling people they only use about 10 percent of their brain capacity...)
Anyways, I made a short and not-very-beautiful, but hopefully clear-and-helpful-enough video on how you can get more yarn onto your shuttle:
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Basically you wind the yarn around the middle of the shuttle until there is a good bit on there; the yarn shouldn't be completely filling the incut bits, but usually there's a point where the yarn is piling up a lot in the middle, but there's still space in the openings. That is when you switch to winding your yarn figure-eight-wise around the side edges of the shuttle, first one, then the other. Stop when the shuttle openings are all full, or when you feel that you have enough yarn on there now.
I can't remember who showed this trick to me, and when, but I've done it ever since, and it is so useful! It's also the main reason why I strongly prefer shuttles in the simple, symmetrical form like the one in the video; some shuttles these days have the opening at the side corners instead of in the middle of their short sides, and I always feel that winding them is a real chore, plus the figure-of-eight winding around the sides will not work.
What will also not work (or work very well) if you do this is pressing your weft in with the shuttle. I know that quite a few people use their shuttle (usually a wooden one, in that case, and sometimes with an edge especially made for this) to beat in; I've never done that, as it has always felt weird to me somehow. Also I beat in at a stage where I don't insert the weft right away afterwards in most cases, so using the shuttle or using some other implement makes no difference to me - and since I discovered how well the
Dublin weaving knife works, I'm not using anything else anymore anyways. (The shuttle in the video, by the way, is one of my
parchment shuttles - now with a larger opening so it can hold more yarn.)