I sometimes do use a scrap to fabric as a leader, especially if I am sewing half square triangles as that's where the problem is for me. But generally I just hold the top and bobbin thread when I start string piecing. Would love to do the Bonnie Hunter method and work on two projects the same time but I seem to be able to focus only on one quilting project at a time. Not that I don't have several UFO's but I can only have one at my machine at a time.