There are two elements to your question, firstly "twisting a cord" and secondly "on Sunday morning".

To address the first, "twisting a cord" at Newton's time was a common way of strengthening twine or yarn for all kinds of uses. String, twine, yarn, cord, rope etc were all part of the same continuum of objects, because it is possible to make thicker rope by twisting together thinner ropes.

Cords were made as part of the making of whatever object the person wanted to have hold together. It could have been anything; his clothing, a wrapped parcel, documents, a cord to suspend something from his bedroom ceiling, we don't know and Newton himself would likely have considered doing that to be a step in the construction of some other thing, a mundane part of normal life. Working life.

Which brings us to the second element, the Sabbath. Strict Sabbatarianism was a Puritan doctrine however by Newton's youth it had become sufficiently widely accepted among English Christians to be practiced by Anglicans also, hence the presence of this, and "making a feather", "making a mousetrap", "making pies" etc in Newton's list.