When I used monofilament thread I backtracked quite a few stitches (more than with regular threads) to start and end a line of stitching. I didn't try to bury the threads. If you really want to bury them, you could also try the spiral eye needles -
http://www.spiraleyeneedles.com/ - a little pricey but might work even with the monofilament thread. The other thing is to be aware that there are different types of monofilament. Some are more supple and easier to work with than others.