Sometimes I just knit the tail into the next piece, holding it with the other yarn for about 3-4 stitches. Then weave the remaining inch or so.
When you begin to load all the pieces onto your needle BE SURE that the same sides are still facing the same way. Like, all Right Sides (RS) facing you, or all wrong sides, whatever the pattern recommends. Don't intermix them. That would not be good for your pattern stitch!