If its a poly with loose fibers I have had the fibers catch on my foot. I use my walking foot on that type... if its really high loft I use my walking foot use a wide zig zag and put a strip of tissue paper over the strip ( I cut about 1 inch wide) then tear of once joined.
On cotton battings I have never had a problem using a wde zig zag and butt the two pieces together.