I am the proud owner of a Tin Lizzie LS and have been long arm quilting for over 1 1/2 years. I have done exactly what you are talking about. I made my godson a pillow out of some John Deere fabrics and quilted the front and the back before sewing it all together.
First I put muslin on the frame for the backing, attaching it to the take-up leader and the belly bar leader and rolling it up. Next I placed the batting on the backing and pillow top on the batting. I basted it all around the edges with the Tin Lizzie and then quilted it with a loopy meander. When the quilting was done, I took everything off the frame, trimmed the quilted pieces, and sewed them right sides together, leaving an opening to turn it right sides out. I used a pillow form for the stuffing and then sewed the opening shut. It turned out great!!!
Hope that helps!