When I bring the needle up, I grab the tail of the thread with my left hand and the thread coming out of my needle with my right hand (I usually pull it towards me so I can get a piece long enough to grip, because the presser foot is up and you have released the tension, it will unwind from the spool). Holding on to both those threads and pulling up, I can bring the bottom thread up. Grabbing both the threads seems to help when the batting I use is kind of thick.