You start and finish the same way as a longarm pro.
Needle up, needle down, needle up, pull bobbin thread to the top and leave about a 4 inch long tail. Tie a square knot twice, put thread ends thru a needle, put needle into same whole as your last stitch (or very close to it) weave the thread ends thru the batting, bring needle out and cut threads where you exit the fabric.
To see a video on this, go to you tube and search TIE AND BURYING THREADS.