of the piece run the end thread beneath 4-5 blocks and then snip off the end. when you come in with the new thread, do the waste knot on the top of the fabric about 2" away from the new stitch, or if you are comfortable, hold the end of the new thread in place on the back of the fabric and stitch over it for 4-5 blocks. then snip off the end.
if you are doing other stitches like the cable stitch or box stitch, you can anchor the old and new threads beneath satin stitch blocks if they are right by the stitch you are working. otherwise, anchor them 