I wear H&M's thongs. They come in black, white and skin color, and are quite comfortable (let's be realistic, there always comes a time during the day/or pole training when you'll "feel" the thong" lol). A set of 3 is less than 10$. You should wear them during the day to get used to them.
http://www.hm.com/us/product/96738?article=96738-C
I guess some other shops may have basic sets of 3/5 thongs in neutral colors.