I have done it both ways. I always have fear of the first, unsupported, edge will be drawn down into the needle hole-it has happened! So, if I do that, I leave a distance of a stitch or two from the corner, back stitch to the corner and move forward. That helps. It also helps to use a stitch plate for straight stitching. If I do the method that calls for sewing on either side of the drawn line, I sew them in the same direction. I chain piece all that I need to do, take the work out of the machine and go back to the first one and stitch the second line, I do not cut them apart until I have both sides done. I really feel that this cuts down on the wonkiness that some of us experience when making HSTs.