I believe you have mis-read the directions. The outside and lining should have been quilted separately before assembling them. Not sure what you can do at this point that wouldn't involve ripping it out. I have made one that I didn't use the fleece on the lining part. I used a heavy interfacing instead. It was ok, but I think the fleece would have been better. When sewing thru the thickness during the assembly part, I found that using a walking foot helped.