Well, I knot everything, but leave a little bit of a tail and weave the ends in through the nearby sts. That anchors the knot and keeps them from moving. I don't like knitting with both yarns, it's generally too bulky, but may be fine with your yarn. I'd just take the tails you have and weave them into the other sts on edge, above and below the join.
sue- knitting heretic