I have been experimenting to see what is easiest and also to see what makes it most secure and I think I have come up with something. I don't know about anyone else but I hate having a nice jig made up and 2 fish later have the hackle come unraveled or the marabou stringing out behind instead of where it should be.

I do this for palmering hackle and marabou on a jig head:
Tie in tail and body material and whip finish making sure to tie it off really well. I finish my body material about 1/8 inch from the jig head depending on what I am tying.
Then tie in the tip of the hackle or marabou and palmer it by starting the first wrap against the body material, pulling the feather back and wrapping forward to the jig head. Tie it in from the tip, not the butt end, this gives a much stronger part of the quill to finish it off rather than the thin weak tip. It also palmers better for me this way.
Now when you tie off the hackle or marabou, make sure to wrap a good 6-8 wraps and then whip finish it good. The thread should be hidden by the hackle/marabou and jig head this way. Do not cut it off until you are ready to whip finish and then leave a really small tag end of quill so that it is held in better and less chance of the quill coming undone.
Put a couple drops of head cement on right at the head and your done.