I do it the same, however instead of Paper clip I use wire. I then thread the wire through the ring (NOTE: Depending on your ring supplier, not all rings are the same. I bought some #2 on ebay and they were bigger than my J Stockard #3). I then thread the knit picker through the loop in the end of the leader (where the wire is) them I grab the ring and pull it through then tighten. Much easier then pulling the entire leader through.