It is not written in stone that you can't piece a border cut on the grain. It takes the same amount of fabric whether you cut the fabric on the grain or WOF. If you are making a 5" border you can get 8 pieces out of a 44 inch width of fabric. Buying a yard and a half of fabric and cutting it on the grain gives you a border long enough for a Queen Size quilt (432 inches) that WON'T stretch as you sew - not to mention your design is all running the same direction. Cutting WOF you sometimes get a wavy border, simply because you pull the fabric as you're stitching it.