I presume you mean a block that has 4 rows of 4 squares. Nesting would make neater intersections.
There are two ways of sewing the squares together, so that the seams will nest. The first way would be to sew each row of 4 squares and then press the seams for row 1 and 3 in one direction and rows 2 and 4 in the opposite direction. When you put row 1 and 2 together, the seams will nest very nicely. Same for 3 and 4. After all the seams are sewn, you can unpick the seam allowance and 'swirl' the seams at all the intersections.
The second way would be to make four 4 patches, pressing and swirling the seams in the same way for each one. Then join them together and swirl the connecting seams.