I've tied many humanitarian quilts, and quilts for my boys. I've found that the "International Stitch" is most secure. Here's a video.
https://www.youtube.com/watch?v=cEkHht2oJsg If you want to use yarn, stitch in the same in and out holes, twice. If you make sure your needle goes through the yarn on the second time around, that is more secure than a square knot.