When you begin, take one stitch and pull up your bobin thread. Hold it while you begin to stitch. When I finish I either take a back stitch or I leave a thread long enough to pull through and finish it with a stitch and hide the thread in the batting. If your machine is leaving that much thread on the back your tension might be off. Sandwich some fabric and batting and practice a bit before you start on the quilt. I do this every time when I begin and after I've changed bobin just to be sure I don't have a problem on the quilt. I always use the same thread in the bobbin (or at least the same brand/weight) as I use on top. Hope this will help. I know it's terribly frustrating.