I was worried about them pulling out also when I first started using them. Get a pair of long nose plyers in the loop and open them up - one arm pressed against the string the other into the loop - this will tighten it up real good. That knot gets real tight and now I have no worries about it coming off.

Fray up the ends about 1/4" before you melt them and you can get a big ball.

I do tie it diff than shown - I like to have the knots facing oposite ways so the loop starts from both sides of the string (not one side like shown) IMO this centers the loop behind the string and not to one side