I have made several foundation scrappy quilts, and while there is a difference in weight between the main part of the quilt and the non-foundation borders, with batting it has not been noticeable. In your case, with no batting, I think that a layer of flannel under the border would help to even out the thickness. Try it on a sample and see if you like it.
I would certainly recommend pre-shrinking any flannel used in the project.