I like pins. I use the quilters pins with the yellow heads.
Yes you always take several short stitches to tie off and start each time in the main quilt. You can drag your thread if you are not going to quilt over that area. But then you have to go back and cut both top and back of quilt later.
Remember to pull up the thread from the back each time you start and stop so you don't quilt in threads on the back.
If you have your take up roller too high above the bed of your machine, you will bounce and it will make it difficult for you to control. If it is too low it will drag and make it hard to quilt.
Have fun