What brand did you use? I have used YLI monofilament with good results. It is as fine as a strand of hair (.003mm, I think). This is what Harriet Hargrave recommended in a class I took.
I never noticed pokey or scratchy ends; however, I have always used it in continuous designs that did not require starts and stops, so thread ends were always at the edge of the quilt sandwich and later covered by binding.