You can clip the denim (or other fabric) so that it gets a bit ravely in wash. There are special spring scissors for this job. I happen to have a commercial fabric cutter with a special die that makes the squares pre-cut to ravel. I have done a lot of charity quilts using kids type flannel and all you do is use either a plain straight stitch to make an "x" in the square or a use a decorative stitch to sew the fabric sandwich (with batting or not) together and then sew all the squares together. Maybe that will be your next one.