I have tied many a quilt, mostly with 4 ply wool worsted yarn. Nan, if you had trouble with the thick yarn, your needle was too small. A really fat needle will create a hole large enough for the yarn to go through easily.
I put my quilts on my quilting frame so that I can put the needle down from the top and poke it up from the bottom about an inch away. I pull the yarn to the bottom, then pull it to the top, keeping one hand on the thread under the quilt so that it doesn't bunch up.
Then I tie at the top, but make the first knot quite loosely. The quilt does not bunch up when tied, and the batt stays soft.The batt needs to stay fluffy for better insulation value.
Then, when I make the second half of the knot, it is pulled tight. The square knot is the knot that will do this and stay tied. And the more you wash wool ties, the tighter they get. I've never had one come out.
On a quilt I made with my granddaughter, we used pearl cotton. It didn't take long before the knots came undone. We had to fix them all and put on Fray Check. But the worst thing about that is: we made another like that which was donated to a mission, and I'm sure that one fell apart, too.