The fist link below basically describes the same process I follow, which I learned from an essay by Dave Whitlock. Instead of using a sewing machine needle, I make a tool with a small hand sewing needle supergluing the point into a small dowel "handle". After using a bodkin or sewing needle point to start a hole in the end of the fly line, I poke the butt of the hand sewing needle into the fly line, push it in an inch or more, and push it out the side. The video describes the next steps. Pulling the leader into the fly line, I also don't leave a tag to cut off. I taper the end of the butt with an angle cut and sandpaper and make sure to pull the butt end of the leader just into the fly line. It's tricky to get it just a millimeter or less into the line, but this results in a neater result. I also always use standard Crazy Glue, as recommended to me by Al Caucci, but I'm sure the Locktite will work. Don't use cheap generic superglue, though (A buddy tried it and it dodn't work), and always use a new tube of Crazy Glue. Old glue doesn't work at times, as I discovered when first learning to do this. I called Al and he immediately told me to throw out the old glue and get a fresh tube.
https://www.youtube.com/watch?v=BjSxn0O9qAk
Finally, I build up a ramp at the point where the leader leaves the fly line, using a micro drop of super glue and making sure it creates an angled transition. This may be a bit obsessive, but it's the absolutely smoothest transition you can get. If you have a knotted hand tied leader, the Caucci method below also works on them. I started with it, learning from a DRC guide when Al owned the DRC. But it's heavier, using more glue, and sinks more easily. You can always use a bit of silicone paste to make the butt of your leader float, though.
https://www.youtube.com/watch?v=pVn_iRoc5ZQ
You need to replace these each year. I've never had one fail on me until I tried to get a second year out of it. It did not fail on a fish, but as I stretched the leader before fishing. Still, it taught me to replace yearly. Last year I got lazy and used one for about half of a second year before bothering to replace, but I checked it before each outing. This year, I replaced all my leaders in early March, using a glue splice.
I've been using the super glue splices for at least 25 years, and have never had one pull out with a fish.