I start my leaders in the middle so the edge doesn't get caught up in the feed dogs. Then I usually just go through the ender far enough that I can clip the thread. I reuse my leaders and enders until there is so much thread on them that you can hardly see the fabric pattern. I usually just grab a quick scrap from my garbage bin as I don't usually keep anything smaller that 2". Sometimes I'll use left over scraps of binding - they're also good for checking your stitch as you go through several layers of fabric.