For Dacron I use a Bimini twist to make a long loop. I then fold the loop over and tie a two times through surgeons knot (often referred to as a double surgeons). That leaves me with a single line to the Bimini, two strands to the surgeons, then two loops. You want the final double loop big enough to pass a reel through. The two loops are looped to the end of the flyline. If you have trouble with the Bimini you can use a 6 turn surgeons knot to make the first loop with all else the same after that. This connection will be very strong and allow easy line changes. I actually use this connection on every rig I use from 1wt to 14wt.

If you don't want the loop to loop connection just connect the Dacron to the loop with an Albright knot.

I do not remove the factory loops from fly lines made in the last half dozen years or so. I have had no problem with these going through the guides whether I'm fishing for trout or tuna.