Someone asked the question on one of my stitching groups, "Can anyone tell me how to fasten off neatly when you are stitching over-one on higher-count fabrics? I'm working on some 36 count linen with a single ply of silk floss, and my needle (a size 28) simply will not go through the back of the stitches to fasten off - at least not without distorting the stitches quite badly!" My reply straightway was, The Dololly.
What is a Dololly, you ask? In the South, 'Dololly' is slang for a thing you can't really describe by known terms, the same as 'thingamajig,' 'doohickey,' the really descriptive 'whachamacallit,' or the ever popular, 'You know...'.
But in stitchers' terms, it is a wonderful little two-piece tool to help hide away the ends of threads. On the back side of your work, slide the threader-type piece (bottom of three)through the stitches, take the hook piece to grab the 'tail' of thread through the threader, then pull the threader out of the stitches; Voila!

The actual needle threader that came with my set is pictured in the center above. For those really small stitches - like the ones asked about - you could use the threader since it is tiny.
I hadn't thought of it in a long time, but at Camp Stitchaway I made a mistake while learning hardanger stitches and was trying to fix it. Angel came to my rescue with her Dololly and fixed my mistake. As soon as I got home I went in search of mine, and now it is in my stitching toolkit, again!! While trying to find some evidence of the Dololly's existence, I found that someone else had this dilemma
here.
Below is the set I got about five years ago. At the time I wasn't really doing much cross stitch, but a lot of embroidery on Crazy Quilts. Always being a fiber miser, this was just the ticket. It was an eBay item, and I even asked the seller if she sold the pieces separately, but she didn't. Am I ever glad now!! It came with the Dololly, a needle threader, the stitch pins, and the fob that I use for scissors. What a bargain! Someone just told me the last Dololly they saw on the rack in a LNS was $32.

I checked with my
LNS yesterday, and she reiterated what's mentioned
here. They are no longer in production. She did tell me that she has ordered a similar product to see if it is up to par, but had not received it yet. I think she called it a 'tail tucker' or something similar, but I can't find it.