If you do Cathedral windows in the traditional way-and there is a machine stitching for it too, there is no batting the background squares are all the same color. Traditionally muslin. It is only a couple of layers of cotton and no batting.
Here are 2 links with a tutorial for Machine stitching CW. And by searching you can find many variations which aren't using batting.
http://april-makingendsmeet.blogspot...-tutorial.html
http://www.sewwequilt.com/2011/04/wi...t-retreat.html