That which you are calling "borders" are probably more appropriately called "sashings"........plain strips between the blocks of a quilt.
I think your quilt is so cute it doesn't need sashings to separate the blocks (I personally don't like sashings most of the time, I must confess). Consider playing with larger plain borders that you could applique more yo-yos onto. Maybe quilt it with curvy lines to represent wind blowing to spin those pinwheels.
No matter what, it'll be cute!
Jan in VA