IMHO when one sews all four sides of the square as Jenny Doan does on the MSQC tutorial, the resulting cut leaves you with the four outside edges of the HST on the bias. I would prefer to use another technique to have those four outside edges on the straight of grain.
However, if you "stabilize" your starting squares in advance with fabric finish or spray starch her technique would be fine for a few HSTs.
When I pretend I am visiting with Mary Ellen Hopkins and doing mindless sewing to relax, I'll always work on the straight of grain. Many of my scrap quilts are designed when the plastic box is full of misc. HSTs calling my name.
Sew along piecefully :-)