Set-in seams? I've never heard that! I thought you just alternated the blocks as you sewed them together by the long sides to form a row, and then attached row by row vertically.
I have a bunch of blocks cut in tumbler shape but haven't started putting them together yet. I'm getting a little nervous, now! I don't think I want/need the extra pressure of sashing, but it does look pretty nice on the project on the tutorial.