I found this the other day, and thought I would share it with everyone because I have never seen this technique anywhere else.
Scroll down just a little bit. It's sort of like splicing except with a twist to make it easier. I tried it with a bulky yarn that I couldn't do a felted join with, and didn't want to double because it was so thick. It took a bit of practice, but it eventually worked out. I probably wouldn't use it in situations where I could do a felted join, but for the yarn I was using, I think it was the best solution.
Separately, Eunny also has some pretty detailed info on steeking. If anyone wants to try it for the first time, I think this would be a good place to start. (Some day... )