I just do it like the end of most any project. Take the tail to the wrong side and weave the tail in however you like to do that that. I don't tie any knots but work the tail in for 2 or 3 inches and it won't come out. With the toe of a sock I find I sometimes get little "ears" as the end of the kitchener stitch so I try to bring the tail to the inside in a way that flattens that a bit. Experiment.
Here is another idea I have found about handling the kitchener stitch and reducing the "ears". LINK
I did this once and it worked well. It is Lucy Neatby's idea she calls "Sock Toe Chimneys".