I used to just backstitch a few stitches and cut the threads off at the surface, but then I realized that it leaves thread nests on the back sometimes, so now I start with a couple stitches at "0" stitch length and take a few more super-short ones, then move the stitch length to normal and when the row of stitches is done, do a few short and move it back to "0". Then I cut the threads off at the surface. It sounds like a big pain, but if you do it consistently it becomes a habit and you don't even think about it.