Originally Posted by GemState

One solution is to thread a yarn needle with one end and 'sew it' into the end I am joining with for an inch or two. Then you can pull gently on each side of the splice and the ends just disappear into the splice It makes a very smooth joining. If the yarn is really bulky you can remove a couple of the 'plys' from each end before 'sewing' them together to reduce the bulk.