Well, I have always 3-step zigzagged my pieced battings. How clever to iron them!!
I use the 3 step zigzag because it seems to hold a little better for me when I pull the batting taut to baste the quilt sandwich. I try to kind of wave my stitch a teeny bit so that sometimes one half gets the extra stitch and sometimes the other half gets it. I have never had a problem with doing it this way.