I start with the 0 setting at the beginning and at the end of the stitch line for two stitches and then auto cut. I don't have thread build up and the stitch is locked. I never bring up the bobbin thread. I don't know how that practice even started, I can't any difference doing that. I then snip the tiny ends to nothing after I'm done quilting if I feel like it or if the thread contrasts against the fabric.