I made some for my grandchildren using fleece. I used crochet bedspread thread to tie them. They really need to be tied to keep them from separating when washed. Choice is your own, but make sure to use the square knot to keep it from coming untied in the wash.
Baby things need more washing than normal but my neice tells me her oldest child's fleece quilt looks as good as when she received it three and a half years ago.
Sharon