This is the way I've been doing it for years. The first thing you do is to staple the stack together all over the area, but take care to not staple where you will be "stitching." I use newsprint & can do 16 layers with my Janome 6600. I prefer to use the newsprint that is rough to the touch. I buy the Scribble Pads at the Dollar Tree. I also have a big pad of it - about 18" x 24". Don't forget to take the thread & bobbin out of the machine! I also use my 1/4" foot to add the seam allowance on all the outside edges. This is such a wonderfully quick way to get lots of units made. Have fun!
Oops, forgot - I set my stitch length to about 1.8 & use a size 14 needle, I save my dull ones for this...new ones are so pricey.