i take tiny stitches to start & stop- and clip close to the quilt top- i have a friend who always ties her ends in a tiny knot-then threads them onto a needle- and inserts it into the sandwich-wiggling it back & forth a little bit so the threads travel unevenly into the batting for an inch or so- then the needle comes out and she clips close to the surface- then she again puts the needle in and wiggles it a bit to bring the threads down into the sandwich.
seems like an awful lot of work- much easier to just start stop with a lock stitch.