I made that scarf a couple of times and I did what Abbily said - But, when I went to join the yarn back onto the stitches on the holder, I cut it and started it over on the new piece, so there was an end there to add on.
But, I have a new method that I like better and get similar results but it it was easier…http://www.diynetwork.com/diy/shows_dkng/
In that method you work across like 8 stitches then with the next 8 stitches you bind those off and then knit the last 8 stitches (when I did it with fun fur, I think I did 12 rows across, and divided it in 3 sections of 4 stitches. The next row you re-cast on the middle stitches and it leave a nice clean hole in your scarf.
I hope this helps! Good luck!