They are a small scrap of fabric that you leave under your needle especially if you piece like I do using a lot of grey thread. You begin piecing with it at the beginning of your sewing and when you are thru sewing, you end with one. It saves a lot on thread usage. Some people even sew their squares together this way. I have been doing this for over 20 years. This also prevents you bobbin thread from nesting upon itself.