I like to start and end those lanyards with a knot, here's an example with a "rosebud" knot, which is a variation of the "diamond" knot, which is a variation of the "completion stitch" shown in the boondoggleman site, they are all basically combinations of the "crown" and the "wall".
The "crown" is the square stitch that you have been using, a series of crowns is called a "crown sennit", a "wall" is a crown going backward, each strand going under its neighbor.
Starting with a knot allows you to leave a loop to begin with, so that you can thread it through a knife or whatever, alternatively you can make a loop in one piece of cord, bind it with some strong thread and cover the binding with a bead, then add a second cord over the bead and do the crown sennit.
The second picture shows three fobs that I have made with knots and sennits, the one standing up is made with 8 strands (four pieces of cord folded at the middle), the other two use 6 strands (three pieces of cord folded at the middle).
Luis