I did not realize, for the longest time, that instead of chaining off, I could stop, raise my needles, raise the presser foot, and twist the diaper out from under the needles, and THEN chain off. Forever, I was just chaining off and leaving these awful loopy things where I couldn't tie the chain down.
I serge OVER my starting point, so I only have one tail to deal with. Then I twist off as described above.
If you're already doing that, you're already ahead of me!
Okay, so with the last lone tail, I either cut it off so there is an inch, and then pull one or two of the threads to tighten it down and snip it off. Sometimes I tie the loose threads together then snip off.
I've recently started using this weave through method:
http://sewing.about.com/library/sewnews/library/aamach9.htm and i like it.