Put a loop of thread under the wrap halfway through wrapping the guide. When your done, trim the thread with some tag, pull on the loop until the tag is pulled under a few thread wraps, trim the tag as close as you can to the edge of the wrap, pull the loop out from under the wrap. The loop will pull the rest of the tag under the wrap and hid the end.
I wouldn't place the pull-through loop halfway through the wrap. Unless your wrapping thread has very low tension, that would create far too much friction, so when you try to pull the thread end through, it'll break. I place mine five or six turns from the end.
I make up several loops of 5-10 lb. mono, with a bit of bright thread at the knot so that I can find them easily.