If you don't have a walking foot it will be difficult since the fleece is thick. Have you thought about tying it? I always wash my fleece first before using so if there's a problem with it I can correct it.
If you do decide to quilt it, if you have basting spray it will help keep the fleece from shifting.
I posted a tutorial about hemming a quilt with mitered corners that are flat, not thick. It's over in the tutorial section.