I do right sides together, whip stitch, catching just a few threads on each hexie. Have not had a problem with the stitchs showing. Just keep them small. Many people use the ladder stitch, which is nearly invisable, but I have a bit of a problem with that, altho I do use it for applique. Try the different methods and see what works best for you. I have been using quilting thread for piecing. Strong, and dosen't fray.
Beware, GFG can become addictive! I'm on #3.