Honestly, this stitch just frustrated me. I’ve long wanted to try a bullion knot and so I left it as the last stitch because it was one of the ones I was most looking forward to learning. Ugg…I tried a couple of times and just kept getting stuck in knots (hardy har har!)
This is an awesome stitch that makes the coolest flowers like these:

And alas, I just couldn’t figure it out. I’ll just have to keep trying.
Here is the general gist of how it goes.

First you make a stitch coming up and then bring your needle back down a little off to the side. Don’t pull your thread all the way through; you want to leave a bit of a loop on the top.

Then you are going to bring your needle back up through where you made your first stitch and

then wind that loop of thread about 5 times around your needle.
Here’s where I lost it. Somehow you are supposed to pull the needle on up and through without making a mess of things. Then once your needle is through you use your needle to push those loops down the thread making a little knot line.

Working from left to right, the first time I did ok. The second time I made my stitches closer together and did a little better. The third time…well let’s just say I gave up.
I searched a little and found this video and maybe there is a little hope I might get the hang of these one day!