I do it all the time. At first I did a quick slip stitch, then I started piecing the batting pieces together, first by straightening the edges (if necessary), then using a large zig-zag stitch stitched the pieces together, which makes a strong piece of batting for quilting. It's especially useful when making small wall hangings, I just use the left over batting pieces so there is little waste, which is important, especially with the price of batting.