My very first quilt was a quillow - made from some general directions I found on the web and a bunch of trial and error. It never occurred to me *not* to make the pillow pieced - although it did take me a bit of time to figure out that I needed to attach the pocket with the piecing inside, so it would show when folded. I bound the pillow like a normal quilt - never occurred to me to do it differently, in fact. Then attached it to the quilt, and enclosed it in the binding of the quilt too (across the bottom) - so I just bound 3 sides of the pillow initially and the quilt bound the last.
I had to resize my pocket (the green border was added) - I made the quilt entirely out of corduroy which is thick, and sticky, and it just didn't fold very small. Quite an adventure for a first quilt, but I still have it and I managed to come out of the process loving quilting
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