I've joined ABS together to switch rolls of filament. Without knowing the technique of just releasing the pressure on the hobbed bolt and simply pulling the filament out of the hot end I used to do the following:

Say I was switching from black to white. I'd cut the black about 30mm above where it enters the pressure plate of the Wade extruder. I'd take a sharp exacto #11 blade and set the tip at the center of the cut and then begin to slowly twirl it. I'd slowly cut a conical shape into the end of the filament. Then, I'd sharpen the end of the new white filament so it had a point. I'd dip the sharpened end of the white into some acetone for about 5 seconds and then insert that point into the conical shape in the black and hold it still till it set, about 30-seconds. It'd then begin printing again and the white filament would follow the black in just fine. Just be careful not to torque the white filament sideways until it's past the pressure place and hobbed bolt. After the hobbed bolt has grabbed the white filament it just shoves the black down and the tip in the conical shape keeps everything aligned. It always worked very well for me.

If want you really don't need to glue it. You can just hold the sharp tip in the conical hole until it's past the hobbed bolt and that works well too. You just have to stand there for a minute or two.