I bury mine too, and ayep, it comes from my hand quilting roots.. Sometimes I do it as I go along, sometimes I save it for the end. I love "couchwork," especially in the winter when it's cold, when I can cover up with the quilt while working on it, so I'll frequently save the thread tail burying for while I'm watching TV
I tie the two ends together about a half or so inch from the quilt. I then use a big eyed needle (not self-threading) to sew them together into the batting at a spot in between the two ends and come back out about an inch away. I pop the knot I've made into the batting, so it all stays secure.
Whatever you want to do is what you should do. It's supposed to be fun. I just personally enjoy the process of finishing my ends the way I do it.