A method of constructing a plugging device can include incorporating multiple filaments into the plugging device, and coating each individual filament with a swellable material. A plugging device for use in a subterranean well can include a body comprising multiple filaments, and a swellable material on each of the individual filaments. A system can include a plugging device conveyed by fluid flow into engagement with an opening, whereby the plugging device blocks flow through the opening. The plugging device can include multiple filaments, each of the multiple filaments being coated with a swellable material. The swellable material may seal against a surface of the opening.
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