Vicki is on to something... You could quilt each square on your machine using denim thread and with all of the different colors available (denim thread colors) you could choose to quilt each block with a different color. That might get a little pricey, so you could always use a high contrast color like red or denim gold to really bring it all together. Like Vicki suggested, you could do the crosshatch through the center of each block (X), which would be a pretty quick and simple method, or you could quilt it in the ditch, or any way you choose. Just remember to baste your layers together VERY well because that heavy denim may want to shift a good bit (someone more experienced with denim can tell you better than me how it is going to act when sanwiched). I would highly recommend a walking foot if you will be using your feed dogs or a free motion/darning foot if not. And, consider the weight of the quilt as you mentioned before. You are going to have to be able to handle it throughout the entire quilting process, and the more you quilt, the heavier it is going to be. I am most definitely not trying to discourage you, only remind (or warn if you've never heard) you of the extra weight the quilting will add. I guess my point for it would be to say less (quilting) is sometimes more.