This doesn't happen to me very often but when it does it's nice to have a
Soft Touch Thread Pick handy.
If you don't have one of these I highly recommend getting one, its one of my least used tools, but well worth the $8 when needed.
I try to keep the hook turned up when I put it in and pull it out. Sometimes it takes more than one try to get a hold of that little thread.
Once its out just a tiny bit I grab it with my fingers.
Sometimes with the 100% cotton batting it needs a little trim, because its almost impossible not to get a hold of the batting.
Give the area a little rub with my finger and you never know it was even there!
Until next time "Quilt out of your Comfort Zone!"