I'm not positive about this, since I haven't made it, but it looks like you shouldn't have to cut the yarn because you're always knitting across the stitches on your needle before you get to the part where you pick up the stitches. I think in the part where it says to "Slip sts from right side of sock" you slip it onto the left needle, knit across, and then you're at the right place to pick up stitches. Does that make sense?
