I made a hundred sets of mittens one year from fleece.
I used the denim sized needle - - ball point, since I assume that fleece is actually a knitted fabric, not woven as cotton is ...
I did use a zigzag for the stretch reason, but held the stitches very close to the edges of the fabric, much as you would if you were using an overlock/serger machine ...
One other thought about gluing fleece, although I think you have wisely decided against it ... I would be concerned that the fleece surface would not be stable enough to hold a glued seam ...
Aleene's did a good job of creating glue for fabric that would withstand washing, laundrying, all sorts of situations, but since the fleece surface is like brushed finish? I would think that you couldn't get the glue to bond enough ....
although <g>
I just received a shipment of wool blanket samples that had been packed up DECADES ago .... clear back to the twenties? If the dates are to be believed ... and it isn't all that easy to pull the paper labels off those old wool samples.
ANd, before anyone decides I need to be informed, a lady stopped by the Post this afternoon and told us to quit pulling off the labels - - she is researching to see if we don't have some collectors' items there ...