I've never snagged the loop on anything. I tried melting a hole through the rope with a soldering pencil, and like you said, when you fold the loop of cord over the end, it's too big to fit through the ZigZag, so I switched to this method. Usually, I just do it right off the bat when I buy a hank of rope.
I have small snaps on the ends of my throwlines, and just clip to the rope tail. It all passes through pulleys, etc. and is handy to just clip on a throwbag if I need to toss the tail of the line over a limb, or retrieve a R+R friction saver.