Thank you whitepine. Yes that is an embroidery stitch that is called a honeycomb stitch on my viking embroidery machine. I see one that looks the same on my cheap brother machine too. I thought it looked like it would help hold the individual pieces together better than without it. I also used it to sew down the sashing that you end up with when you do this form of "Quilt as you go". I was not, and may nevver be, in the mood to hand sew that much sashing down.