Funny you should ask...I just tied a quilt! I 'googled' it, and found many of the same answers you are getting here. I used embroidery thread (because of the color selection) and used the 'surgeons knot'. When all I did was tie quilts I used a square knot, and sometimes they would loosen. I also put a tiny drop of Fray Check on each knot in hopes they will stay put! Good luck...