Yes starting with tiny stiches and ending with tiny stiches works fine. I have never had a problem with it not holding.

This is the same thing I have wondered about. With my machine, I so like using my scissors on the machine to cut thread, leaving too short of tails to tie and bury, I just go back and forth and hope for the best. Were I not to use the scissors I could tie, but my laziness comes out and I do not. Above all I always want the stitiching to stay in place. I love this board, I can see we all share the same issues at times in quilting.

I've done bothe the stitch in place (I've noticed a tiny build up on the back when I do) and the stitch back & forth 2x's then proceed. I guess it depends on what mood I'm in.

It is better to do the several tiny stitches, than the stitch in one place knot stitch. If anyone ever cuts off the "glob" there will be no know, and stitches will unravel. It is next to impossible to rip out the tiny stitches.
Other good option would be to leave tails, and tying off and then bury the threads, usually along a seam.

Me three! ;0