In my view nothing beats the C&F Super Glue Needle Knot tool for this job.
The C&F Needle Knot Tool. Note the eye in the needle.
Thread the sharp end of the needle up the core of the fly line using pressure and rotation and twisting movements. It’ amazing how quickly you can thread the needle at least a centimeter up the fly line.
Then push the needle through the side of the fly line and thread the thin end of the leader through the eye of the needle.
Now pull the leader back through the fly line until around 10 cms of the butt is left showing. Use a light sandpaper to roughen this protruding bit and coat about 5 cms of its base with Super Glue.
Swiftly pull this glue-coated nylon butt into the line, allow to dry and trim off right up against the fly line with an Exacto knife or scalpel.
Finish the connection with a light layer of UV Knot Sense.