Jenniky,
I do this method frequently (see my avatar), and for me the biggest challenge is aligning the intersections when attaching the rows. I have to do a hand baste for 1 -2" at each intersection to keep them lined up. Your idea of pinning the quilt together a few inches away from the seam is a good one, and I think it would help prevent the weight from pulling. I will be trying that this afternoon when I attach the first 2 rows of my Snoopy quilt.
I just found your thread a few days ago and have skimmed through it. You may have mentioned this tip -- I find the quarter inch presser foot a necessity when attaching the sashing. The layers are thick and the presser foot fits so nicely into the ridge. My sashing seams improved so much once I started using it.
Thanks for posting this thread!
Dayle