This is what I use:
No-Knot Fly Line to Leader Connection (per Cognard)
I use fine sandpaper to rough up the leader part that gets inserted in the line, at the same time creating a cone/point to help with inserting it in the hole. Once I finish, I'll give it an hour and that yank it a couple times really good. It failed on me only once, at home, while testing. It never failed on the water.
I have used this procedure down to DT0 line.
Hope it helps,