In 2015, McKenzie and her husband, Colby, founded Thread Wallets, a business that sells carry accessories online and in retail locations throughout the United States. Based in Provo, Utah, their goal is to empower individuals to “carry on” through both the products they sell and the lifestyle they promote. Since the early days, Bauer gravitated toward the marketing aspects of the business and was Thread Wallets’ CMO until the spring of 2021, when she stepped back to pursue personal projects and focus on her family. In the years that she was CMO, Thread was ranked one of the fastest-growing companies in Utah and appeared twice on the Inc. 5000.