Insert right needle into the stitch where you wish to place a thrum.
Drop your working yarn to the side.
Pick up a thrum and loop it over the right needle, with the tails at the back.
Tug on the tails so they are of even length.
Hold the tails of the thrum to the back of your work.
Some people find it easier to hold the thrum between the fingers of the left hand, as shown here; while others find it easier to hold the thrum in their right hand.
Find the method that feels most natural to you.
Pull the loop of the thrum through the stitch on the left needle, just as you would pull a regular stitch through.
Drop the old stitch off the needle.
You should now have a loop of thrum on your right needle that looks just like an ordinary (if somewhat fluffy) stitch.
Give the tails of the thrum a gentle tug once it is on the right needle to even the "tension" of this stitch.
If the tails are uneven, give another gentle tug to the shorter tail so that they are the same length.
Pick up the working yarn again and proceed to work the next stitch as usual, carrying the working yarn behind the thrummed stitch, making sure to strand the working yarn firmly over the back of the thrum.
Note that some people like to strand the working yarn under, rather than over, the thrum at this point. This is a matter of personal preference.
Here is what your work will look like after you've worked several stitches.
Note that the thrums line up just like any other stitches on the needle; their fluffy tails ought to point towards the back of the work (the inside of your mitten!).
Another shot of what your work will look like after you have finished an entire round of thrums.
Step 9: The next round
Knit the yarn stitches as usual until you come to a stitch formed by a thrum.
Then knit the "thrum stitch" as you would any other stitch: Insert right needle into the loop, wrap your working yarn around the needle, pull the yarn through the thrum loop, and drop the old stitch (thrum) off the needle.
Repeat until all stitches have been worked.
This is what your thrummed mitten will look like on the inside.
And this is what your mitten will look like on the outside!