After so many years of threading tapestry needles with all kinds of threads, I take this action for granted, and it's one of those things I don't even think about - an automatic thing.
Anyway, I've had several people ask me about this lately - people who are brand new to needlepoint stitching - so I've posted a little tutorial on Freebies, Etc. - do go look if you have trouble with it. It's a simple thing.
As always, I do whatever is simple and effective - no waxing the ends, using Fray Chek or glue, nothing complicated. (and no fuzz in the mouth from licking the end of the thread as we used to do with sewing thread)