Ok, here is how I have been assembling one of the borders. From my point of view, having done QAYG, I didn't have any sashing that I could get rid of the bulk of my W&N batting, as each tri is stitched to the next.
As I said above, I quilted the plain tris with about a half inch unquilted on each long side, that gave me room to manoevre when sewing them to the patched ones. It meant always sewing with the plain tri nearest to me so that I could see to line them up, and because of that I had to keep turning the border back and forth, but it worked out very well.
The border, as assembled. Pieced tri in the middle.
[ATTACH=CONFIG]86975[/ATTACH]
Fold tris along seam line with plain one on top, and trim close to stitching
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Trim batting on back (pieced) tri about a quarter inch away from edge of fabric allowance
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Open out the border, and fold wider batting over seam allowance, to cover edge of other batting
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Hand stitch one on top of the other
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The back will look like this. It looks bulkier than it feels to me
[ATTACH=CONFIG]86980[/ATTACH]
This is my first border sewn on (but not quilted in the sashing yet)
[ATTACH=CONFIG]86983[/ATTACH]