I made a denim/flannel one a few years ago for a pre-teen. I did not use any type of batting - just the two layers of fabric. I did sew the "X" on each set of squares. I kept the denim to one side and the flannel to the other. The seams were on the flannel side. I'm attaching some pics so you can see.
I also just finished a flannel baby quilt. I did not sew "X"'s this time. I did not need to glue or baste my squares together. I don't think you would need to glue them, especially if you are not making an "X" on them. Just stack the 2 pairs and sew together like normal.