The secret is to use very short lengths, thread heaven or beeswax and a larger needle than you use for the silks, making the hole bigger with the needle helps to prevent the fraying. Someone said to press the end thats shortest into a glue stick, pull it off and let dry for a few mins, also helps prevent fraying, never tried that tho :)
would be interesting to try, as Ive got a few patterns coming up that use them. Although I think Ill try the bigger needle first, since I know mine is small, I do like the small tapestry needles