I use a double thread, waxed and then pressed to melt the wax into it. This gives it strength and it also reduces tangling and knotting. First, I insert the needle in the fold (the fold of the cuff in this pictures) and take it out, making sure the needle and thread are in the back of the string of pearls.
I then bring the needle and thread to the front. What I do is actually a blanket stitch (see a drawing below), but I take care to thread the needle through the thread that joins the little pearls. Hope the pic speaks better than me :)
And this is how the stitch looks...
And now I put the needle in the same spot where I started the blanket stitch, thread it through the fold and take it out near the next pearl.