I do several very small stitches almost on the same spot... I do, however pull up the threads at the beginning and end of the stitching lines.

On my Bernina 740 the scissor icon does not secure the ends. It just cuts the threads. I have to use Stitch #1324 to secure the beginning and ending stitches. Other Bernina models may work differently.

THANK YOU!! Thank You!! thank you!!

I do start with at least 3 very small stitches and try to remember to do the same at the end. Sometimes I do forget. I try to check my threads as I go and if I can pull the bobbin thread up with the top thread, I pull it up and tie it. I use a self-threading needle, which sits right next to my machine and with it, I bury the threads as I go. I always hated this part but the self-threading needles have really made it fast and simple.

It isn't a misadjustment - this is the lowest setting on the machine. I have been doing some reading since and it seems that this is actually quite common on many machines although I haven't found anything referring specifically to my machine (Brother Fs100wt)

My Bernina also has a knot button that secures the threads. I'm getting much better at remembering to use it! Before I discovered it, I would set the stitch length to 0 and stitch a few stitches because I had read of this technique. However, I found that the 0 stitch length would come undone sometimes. Then I did the teeny-tiny (.03) stitches at beginning and end of a line of quilting. For extra security, I usually bury my thread ends, using the self-threading needle as yolajean suggests.

My older Bernina 160 also has a lock stitch for starting and stopping. It is stitch 5. Your machine may have one somewhere....