Come up at point A with your needle and thread and pull the thread through. Then insert the needle about 1/4″ away at point B. Take the needle back out at A but do not pull the needle through the fabric.
Wrap the thread around the needle and hold the wrappings in place with your index finger. I usually go around about 10 times for this weight of thread (Size 8) and a 1/4″ stitch.
When the needle is wrapped, grip the fabric, hold the wraps under your thumb, and gently pull the needle and thread all the way through the wraps. You want the bullion wraps to be near the fabric at point A.