Those tiny little bits are going to stick out no matter what. I bury mine in the back of the work, in a seam, or somewhere they won't be noticed. As long as they're very well secured by weaving through a few inches of stitches, you can pull the end slightly and clip it off so it springs back into the work. You can use a yarn needle and stick the end through the yarn itself so it disappears, but there's bound to be a tiny end somewhere.
Also, if it's wool, the end will eventually felt into the yarn beside it.