Okay, now you've tried the Bullion Knot. Remember that if you wrap the needle too many times, the stitch ends up curved. Well, with the Bullion Loop, you do this on purpose.

First, start the Bullion Knot with the start and end points of the stitch being the very tip of one pleat (Step 1). After wrapping the needle and pulling the thread through the wraps, gently pull on the thread, holding the wraps against the fabric with your thumb. The wraps will start to form a loop (Step 2). Bring the needle through to the back, just as in the regular Bullion Knot. Now, tack the loop down to the pleat (Step 3).