You do it as though you are embroidering, not quilting. In embroidery, you never use a knot. Leave a long tail buried in the batting. Then, do 2 tight stitches to start. Then do your quilting. When you get to the end of your thread, do 2 tight stitches and bury the thread.
One gal I know goes an extra step. She buries the thread in front of where she stitches so that she can catch the buried thread up in the stitches for added security. I do that in cross stitch and it helps, so it seems reasonable to do.