I have been using fray check on the threads when I make the scarves but that really wasn't an option for me on the blankets that were going to get alot of use and frequent washing.
There are several tutorials out there that show these steps but my flannel is so much more fun to look at.
Leave a long thread tail at the end of serging.
Thread it into a large eye, long needle. I have a set of doll needles I use.
Snip off the remainder of the thread and it is all hidden.