OK, take a look at this diagram from Dusty Strings: http://www.dustystrings.com/instrumentbuilding/harps/strings/theharpersknot/tabid/711/Default.aspx
This is basically how I make my knots, but with one extra step.
If you look at the last panel at that point I take loop 1 and bend it around the right end of the spline, then pull the string end to tighten it.
This wraps the loop around the spline and tightens it. On the thinner strings you can tighten it all the way making a double knot around the spline. On thicker strings you just need to shorten the loop enough so that when you let go it doesn’t pop off the end of the spline, but rather presses against it. The tension will be enough to hold the spline in place.