The starting and ending wefts are always something a weaver needs to deal with. There are as many techniques as there are many different weavers.For thick wefts any overlapping of the weft tails will be bulky. I like the splicing technique. You are undoing the plies from the old yarn and the new yarn.
For my example, I am using a 3 ply cotton. I leave myself at least 3-4 inches of the ending weft tail. I untwist the ply and leave one strand hanging and pass the other two strand under 2 warp threads. Then I untwist the 2 ply, leave one strand hanging and pass the single strand under 2 warp threads. Take the new yarn tail and do the same from the opposite side and overlap the new weft tails with the old weft tails. I wait until the piece is off the loom before snipping the ends.
What is your favorite way of dealing with the starting and ending weft tails?