Tie it off several times during the process. Leave the thread at the rear of the thorax and let the wraps of peacock push the thread and bobbin forward as you wrap it forward. I've tried to wrap it with thread to reenforce it and I just don't like the way it looks. Tie it off with thread every 2 o4 3 wraps of peacock. That way if it come loose, it will still be tied off and you can just trim the loose ends. I will also say this, not all peacock herl is created equal, if you find a good source buy it bulk.
"Have no fear of perfection - you'll never reach it."