If tying is what works for you, then go for it. Quilts have been were done that way for hundreds of years. Comments: not a fan of yarn - I don't think it washes well. Crochet cotton or embroidery floss is what I would use. In fact, I have a Trip Around the World tied on a bed in a guest room. I tied it on the back so there are no loose threads on the top.
Please do post pictures.