If you wrap it around more than 180 degrees, as suggested in post #6, then there could be a possibility that the wire could pop over the top of the head and then be slack. The sketch in the posting above is the ideal way to do it.
Also, if you could manage to snug the wires together close to the head that would be better than leaving that little triangular gap between them. Again, the sketch shows the detail. Except that the bitter end, the tail, ought to be longer and doubled over so it's not a little dagger aimed at your hand. The sketch is wrong there. Simply make that tail about an inch long and bend it in half, tucking the sharp end where it's safely out of the way. This was taught to me in USAF many years ago.
Dave