That is an interesting method, Quiltingnd, and is one I looked at when deciding which method to use. I ended up using the method shown by Leah Day on one of her videos, but I had to adapt it so I could do it on vintage machines - straight stitch only - and not have to do yards and yards of hand sewing. It's all here on this blog post
http://lizzielenard-vintagesewing.bl...leah-days.html
The limiting factor for me (and no doubt, for lots of quilters) is space. I haven't got a sewing room as such, just an area at the side of the dining room for storage, and I do all my sewing either on a treadle or on a hand machine on the dining table. I have to keep clearing things out of the way so the family can eat. This is why the QAYG method shown by Leah Day was so wonderful for me - you can easily store the individual quilted blocks in a pile until you have them all finished, and then assemble them to put the whole quilt together.
I'm glad people like the pegs tip. I'd love to hear from anyone who has tried it.