I've been doing it that way too and found this basic method somewhere on the web. What I learned from that source was to pull the knot and thread through the same hole you just came out of.
I have had my knots come out on the back and I have to re-bury them, so I leave enough thread on the end to just barely thread a needle. I also make sure my knot is big enough, but not too big to pull the fabric weave and mess it up.
Does this make sense?