The Colonial Knot is a variation of the French Knot that is slightly larger and higher. It is stitched the same way as on flat fabric, but on the top of the pleat.

Start on the tip of the pleat, with the needle pointing toward the fabric. Loop the thread under the needle (Step 1). This is different from the French Knot, which starts with the needle pointing away fom the fabric. Now wrap the thread once around the tip of the needle (Step 2). Insert the needle back into the same spot and pull the thread firm (Step 3). Holding the knot with your thumb, to make sure that it doesn't loosen, pull the needle through (Step 4).