I'm constantly refining the technique...currently it's a slight variant of our Legend's technique (Aka Alan Ratcliffe ?) :
http://www.guitarforum.co.za/general-discussion/nylon-strings/
If the memory banks are recalling correctly - the less string you need to securely attach = less string you need to stretch out before the string stabilzes into a tuning. And the string wrapped around the roller can take a while to stretch out, far longer than the rest of the string - giving you a slight tuning irritation over the lifetime of that string.
I try to avoid using a knot on the rollers. On the basses I've got a little trick that works for me - on the trebles, I use Alan's method.
I try do most of the stretching during the restringing (physically stretch em out by hand ala Keira) and once on & stretched in (1-3 days depending on the string) they're relatively stable tuning wise. About as stable as my hardtail strat.