A Russian join is my go-to method to join balls of non-feltable yarns mid-row or mid-round. In the video, I've used fingering weight yarn in two different colors to make it easier to see, but you can join heavier and lighter weight yarns. I even use this method to join mohair/silk laceweight yarn. You just need a good sharp needle and you're all set.
For a heavier yarn, I often cut the plies into stair steps to minimize the thickness of the join, but it isn't necessary. When knitting past the join, it helps to work on the tip of your needles in order to tighten up the join and avoid any lumps.
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