I buy the batting tape that is made specifically for this. The tape is ironed over where you want to join the batting pieces, no batting overlap required.
I tried butting the pieces up to each other then zig-zagging them together, but found I didn't do it well enough. Always had a bump where the two pieces were joined. Some people do use this technique and have great results, probably because they have more patience than I do and have done it often.