You probably don't want to use the last few windings of filament on the spool to print anything critical. That last section is more problematic for feeding through the Bowden system, anyway. Basically, your best bet is to always make sure you have plenty of filament on the spool before you start the print. It's a coin flip whether you can keep the print going by sliding more filament in during the print and trying to pause the print is even less dependable. When a spool gets pretty low, I set it aside for printing tiny parts. That way, if I run out mid print, I haven't wasted much at all.
That's the best way to do it, yes. Although if you're careful (and depending on the firmware and feed mechanism), you may be able to pause the print, change the filament, and carry on.
In reality, it's a bit of a non-issue. Filament comes in massively long spools, and most prints use only a fraction of it. I've bought and sampled quite a lot of filament in my almost-two-years experience printing, but I don't think I've ever actually finished a full spool of anything.
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