I have not done a scalloped border on a quilt, but I do sew a lot clothing and therefor I recommend this alternative. Finish them with a facing. Cut a strip wide enough to cover the depth of the scallops, put right sides together and stitch. Clip in or use pinking shears and turn the facing towards the back side. Turn under and handsew (or stitch by machine, if you don't mind seeing the stitches on the front).