Tie twine together

Using the orange round bale twine, thought I could just tie the 2 bales together with a small knot. Wrong!! When the knot gets to the 2 round twine puller (not sure what there are called) that pulls the twine into the round bale (Have an old M&W baler) It gets stuck and have to cut twine and manually feed the rest of the twine into to bale to continue the wrap. 

 

Has to be a better way to connect the twine. I bought a different twine from local store that is yellow Tytan 29000 that seems more plastic and thicker than orange twine so I am thinking toe intertwine and maybe heat shrink it?

 

Thanks

Tie twine together