I watched a video with Karen McTavish and another well known longarm quilter - can't remember who - and Karen claimed that she doesn't bury her threads. I find that hard to believe, at least for her show quilts. When I quilted on a DSM I didn't bury mine either, but on the longarm I find it's pretty easy to do. I do use the self threading needle, and occasionally the thread gets shredded, but usually it works great. I think if it shreds all the time you might need to try a different needle, since that one may have a burr. Also try pressing the thread more gently into the eye. I bought one of the spiral eye needles but seldom use it, since I have good luck with the others. But I see no problem with securing your stitches in another way, whether by micro stitches or by stitching backwards along the original stitch line. And certainly end your line of stitching off the edge of the quilt if you can!