For stripping fine gauge wire, check out post # 26 in this thread. It should work great on Litz wire too.
http://videokarma.org/showthread.php?t=257295&page=2
Also this thread from the rec.antiques.radio+phono NG regarding stripping Litz wire..
https://groups.google.com/forum/m/?f...no/CHx3hk-ifhg