I don't knot my stray threads. I simply catch the thread in the slot on the side of the Spiral Eye Needle and start sewing, I try to keep the stitches inside, between the pieces and the backing so when I run out of thread I just remove the needle and the thread is totally hidden. By sewing inside a few stitches I seem to have avoided any problem with the stitches coming undone.
As to how my needle works, it has an opening on the side, and the opening remains open, but the geometry of where the slot enters keeps it from snagging, and then the "stop" or "bump" inside the eye keeps the thread inside. Depending on the material I sew with my needle, I do have some minor snags occassionally, but quilt material isn't one of the problem textiles. It is more with stretchy elastic material or silky stuff.