You are right at the crucial moment when all the pins are removed and you are sewing things together, when you realize that you've been sewing for about 12" without thread!
After this happened to me about a hundred times (probably not an exaggeration), it dawned on me that I could outsmart this system by winding two bobbins. Not at the same time, not like this crazy photo, but you will probably remember now that I showed you this bizarre image. Wind two before you thread up your machine again and you've saved threading time! Or even wind three if you know you'll need them. Then you can just pop in a new one and stitch on.
Here's to more efficient sewing!