Pockets sewn into the layers vs tacked on after - what's your preference?

I've made three quilted jackets now and I stopped sandwiching pockets between the layers after the first one. That was a wool-lined quilted parka and I set the hand pockets in properly, and honestly the seams through the batting made the front feel lumpy and stiff right where my hands go. On the second and third jackets I just stitched the bags onto the lining with the openings bound in bias tape, and they look tidy enough that nobody has ever seen the inside and complained. The bar-tacks at the openings are a good move too, I do the same thing because the quilted layers are too thick for a buttonhole to look decent on my machine.

For the loose quilting threads, I've had that on a vest I wear constantly. What worked for me was threading each loose end onto a needle and running it back through the batting itself, then a tiny dot of fray check at the exit point. You can't see it from the outside once it dries and nothing has worked loose in two years of wear. Just be careful not to pull too hard when you bury the end or you can pucker the quilting line. I'd say applied pockets are the pragmatic move on pre-quilted fabric. Ripping rows of stitching to rebuild the sandwich never looks quite right afterward anyway, the new stitching always sits a little diferent from the original rows.

I've gone the opposite direction on this and I actually do set pockets between the layers, but only because I quilt my own fabric now instead of buying it pre-quilted. When I mark out my quilting lines I just plan the pocket bags into the layout from the start, so the stitching rows stop where the pocket openings go. That way I'm never sewing through batting where I don't want to, and the hand warmer pocket ends up being part of the whole quilt sandwich, which feels sturdier to me than anything tacked on afterward. Made a quilted chore coat last winter that way and the interior came out looking almost factory neat.

That said, I don't think your bar-tack approach is wrong at all. If I were working with store-bought pre-quilted fabric I'd absolutely do the same thing rather than rip rows out. The trick to making the inside look less rough is to finish the raw edges of your pocket bags before you tack them down. A quick pass with a serger or a narrow zigzag, or even binding them with bias strips, makes the whole interior read as intentional instead of slapped togehter. On the loose quilting threads, I've had luck threading the stray tail onto a needle and carrying it back through the layers with a tiny stitch hidden in the batting, then clipping close. A small dot of Fray Check on the exit point works too, but test it on a scrap first since it can leave a faint mark on some shell fabrics.

Agreed on the applied pockets, especally with pre-quilted fabric. I made a quilted vest last winter and when I tried to pick out one row of stitching to shift a pocket position, the batting never settled back flat, so the whole area sat weird even after re-quilting. Since then I tack the bags to the lining through all layers with small stitches at the sides, which keeps them from sagging when they get heavy with keys and a phone.

Been doing this since before pre-quilted fabric was even easy to find, back when you sandwiched everything yourself on the kitchen table. On lofty stuff I always went with applied bags, but the trick my old tailoring teacher showed me was to finish the bag edges with catch stitch before tacking them in. Looks almost as tidy as a set-in pocket from the inside and takes ten minutes with a needle and thread. For the loose ends, my mother's method was to knot each one and bury the tail in the batting with a needle, no glue needed. That was fifty years of quilts and I never saw one come undone.