I start my rows with 5-7 tiny stitches (stitch length .4 or so) then reset the stitch length to 3 (or 3.5 depending on the thickness of the sandwich). When I come to the end, I go back to the teeny tiny stitches again and snip off my thread. Works like a charm.
It is a drag to keep resetting the stitch and I learned a new way on the memory setting for my machine: I select the zigzag stitch, set the width to 0 and the length to .4, then set that to memory. Now I can switch between the regular straight stitch at 3mm and the preset zigzag when it is time to start and stop a line. What a time saver.