With 2 strands, I use a loop stitch and a pin-stitch to finish. While its harder to do a loop stitch with a single strand, it is definitely possible and --despite looking like it should slip right out--they are actually very secure. I will have to try kariboos solution above for truly isolated stitches, though. It sounds as if it is self-contained within the single-stitch so it wont mess anything up if you arent going to stitch right next to it.
chekccard