I used double strands of embroidery floss one time and they kept coming untied. I've also used yarn and that quilt is still tied and has never come undone. I agree with Daylesewblessed....use something not slippery. I think when I used yarn, I sewed down through all the layers on one corner of where the blocks come together and back up on the diagonal. I've repaired some quilts that had the yarn tied in the center of a block and the fabric ripped there because it wasn't as strong. I think on mine, going across the seams gave it more stability.