Well the threads can be knotted and then hidden in the wadding.  You can see how by watching Knotting Off Your Threads and here is what one happy viewer had to say:

 

I have just watched ‘Knotting Off Your Threads’ with Valerie and would like to say thank you for sharing such a great method. I was taking both threads to the back, tying them off and then weaving in the ends which seemed to take longer than the actual quilting! A great time saver thanks