I can give a tip on what NOT to do - and I thought I was so smart when I did it!
I sewed about 1/8 inch around each of my blocks with a short stitch - and then I pieced these little block together.
If I was going to do it again, I MIGHT use a very long basting stitch to keep the edges from flopping around - and then I would remove it before sewing any cross seams.
Those bits of paper were awful to get out. I don't think I have them all yet.