I can't provide advice on this, never having done it, but I sure would like to see your blocks or a photo of your quilt when it's finished.
One thing I have read about wool quilts is that weight can become a problem, especially if it's a large quilt. You probably want to use no batting at all and just regular cotton fabric for the backing so the quilt doesn't become too heavy.
As for connecting the blocks, my guess would be normal seaming but perhaps you would want to pound the seams open to keep them as flat as possible.
I'm thinking another possibility would be to use a decorative machine stitch to sew blocks together, just butting the edges; however, I think that would work best if you had the backing on and sewed through the backing as well. The backing fabric would act as reinforcement for the seams so they wouldn't pull apart with use.
Or, you could overlap blocks and use a decorative stitch through both layers. In that case, you could attach the backing separately.
All guesses on my part......