I thread a yarn needle with yarn, slip the stitches to the needle and slip them back onto the yarn. If I'm doing 2 sets of stitches onto yarn and it's not getting in my way, I just use the same yarn in the needle to slip the next set onto and then cut the yarn between. That way I only thread the needle once. HTH I'm interested in seeing what others suggest.
Happiness is catching that dropped stitch while it's still fixable..