It us up to you. I prefer to bring my threads to one side of the quilt, knot them together, use an easy thread needle to grab the threads and putting the tip of the needle right where the threads come out of the quilt, run the needle into the sandwich about an inch away and come back up to the surface. Grab the threads ends with your fingers and pull until you hear or see the knot pop into the sandwich, trim off the extra thread close to the quilt surface.
Securing with small stitches is okay as well.