I used to zig zag the edges, but I was having trouble with the zig zag vibrations making my light flicker (turned out to be a faulty bulb). So I started notching the edges of fabric instead -- 5 notches on fabric cut across the full width, 3 notches on fat quarter edges. You do get some fraying within the notched areas, but the threads aren't long enough to cause problems. I'll probably stick with this method, as it's quite a bit quicker than the zig zagging.