I have to start by lifting my presser foot and needle up, placing a little scrap (leader) right under my needle, lower the foot, be sure I’m holding my thread tails in the back, and stitch to the edge of that scrap. Then I can feed my sets of pieces through, one after the other, with only two or three stitches free between each set. (Chain piecing)
When I am done, I finish with another scrap (Ender), stitch across that scrap and leave it in place, with my needle down.
I just have a little pile of offcuts to the right of my machine to use. Others are organised enough to cut their “scraps” in to 2.5” squares, so their leaders and enders wind up being the beginning of a 2” square scrappy quilt.
This has definitely saved me a ton of wasted thread. I also don’t have a bunch of thread trimmings all over to clean up.