I've been sewing since the 60s, and NEVER put the end of the thread in that little hole. I would do what you do, and had no problems with bobbins not winding well, until..................I got a new Pfaff Creative 2.0 two years ago. Now if I don't thread it through the little hole, my bobbins wind too loosely. I'm finding my newer, more expensive machine a lot more fussy about many things than my old Kenmores and Singer ever were. I still love it, though!