|After being fed up with my gathering threads breaking, I found this tip in 10, 20, 30 Minutes to Sew. I use it all the time now.
Put the fabric under the needle and turn the handwheel one turn. Gently pull on the top thread, pulling the bobbin thread loop up to the top. Take one more stitch. Pull up the bobbin thread. Gently twist the 2 threads together and pull them to twice the length needed to be gathered. Change your machine to a zig-zag stitch. Zig-zag over the twisted threads, being careful not to stitch on them. When done, you can gather the fabric by gently pulling the twisted thread. They won't pull out because you anchored them in the first stitch.