I just keep knitting like normal. With the working yarn coming from the last stitch worked, knit the first stitch cast on, and keep knitting in the round. If I'm using a particularly slippery yarn, I'll knitt that first stitch with the working yarn AND tail to keep the join snug. But, for the most part, I just use the working yarn. If there's a gap at the join, I don't worry about it unless it's more than a half inch long. As I keep knitting rounds, it snugs up the join just fine.