I've made a few. Some the old fashion way of needle turning and hand embroidered around each piece.
Then I've also made some with steam-a-seam 2 and machine embroidered. I always use the double-stitch stitch that looks like hand embroidery. I can't find a better photo of this one yet. It was a quilt I made for QFK's a couple years ago.
http://community.webshots.com/photo/...04868067eCngTm
I've enjoyed both ways really. It all depends on what type of time you have and how profiecent you are with a needle.
How are you thinking of using a glue stick? Just to hold it down while you are sewing instead of pins? It should work I guess.
I'll look up some photos of my other sunbonnets and post them also. I love Sunbonnet Sue's.