I never change the tension controls to add new thread. I tie the new threads on at the first thread guide on the bottom loopers and sew until the new thread comes through. The needle threads I just pull out and re-thread the needles with the new color. I find it very easy to thread these needles. They seem to have larger eyes.
Of course sometimes the thread breaks, but I find this only happens when someone else is standing there watching. I haven't had to re-thread for years at a time; and then I take it to a class or something, it breaks and I have to remember how to do it in front of someone else.