sounds like you are not pullling the bobbin thread up and holding it. I have started leaving about 6" and burying the ends in the quilt. Takes a little time but works.
If I am free motioning I will hold the fabric and let the needle stay in place for a stitch or two. If you are straight stitching with the walking foot, then set the length very small for the first three or four stitches and then dial back to the size you want.
If free motioning, pull your bobbin thread up and hold and just rock the needle back and forth to make really small stitches.