I backstitich or if I am ending where there was a previous start of the stitching, then I just sew over the beginning stitches. When it is time to clip, I cut closely the tail on the top side first and then pull on the bottom thread, which draws the itty bitty end that might be left on the top down into the sandwich. I might be able to see small ends on the underside of the quilt, but nothing at all on the top side. Certainly burying each end would be neater.