After the first stitch and you go back under for the next one, stitch another one. On the second time on the back side run your needle thru the first stitch.
Hold the thread down on the back when you start. Once you get the first 2 stitches then run the needle thru the back side of a few stitches to secure the thread. Kind of like when you start to secure a thread normally.
Have I confused you?