http://www.quiltingboard.com/posts/list/17903.page is where I found a picture, but no detail. The way I would do it is thread a 6-strand floss with
no knot. from the front, I'd run the thread under and back up close, while holding a length of "tail" on the front. Then I would knot them, unravel the floss into separate threads, slip a drop of fray-check on the knot itself.