I use stitch markers that are little plastic circles similar to these.
Since they are used as stitch markers, the diameter of the circles are larger than the diameter of the needle (so they can be slipped over the needle and slide freely among the stitches).
Since they are larger than the needles themselves, the diameter of the stitch holders are much, much larger than the diameter of the cord between the circular interchangeable needles, and they slide even more easily over the cord than they do over the needles.
In fact, they not only slide over the cord, but hang off of it a little bit between the stitches.
This makes it very easy to grab as a handle to pull the cord from between the stitches (at least easier than reaching between the stitches with my fingers and trying to pull out a loop of cord).
So the round stitch markers are the handle I mean.