when i'm being super-fussy, i pull both threads to the back, tie tiny, tight knots, thread the strands through a needle and "bury" them in the batting. when i get it right, the knot pulls through to the underside of the backing fabric so it doesn't show, either.
it's very time consuming but i also dislike the results of all the usual methods. i do use the shortcuts most of the time, but this gives the results i like best.