I'm like Paper Princess--it depends on the quilt. I have also sewn down the top, then started working with one color thread (basting the sides as I roll) and then going back and working with the next color, etc. I always am anxious this won't work right, but as long as the backing is squared up on the pick-up & backing rollers, I haven't had problems even with that. I have had puckers when 1) the borders are wavy to start with and I'm not doing an edge2edge or 2) the backing is off square and it starts to stretch (usually when it was pieced with fabric scraps that were not squared on-grain). Could those be the reason for puckers in your borders?