You can sew all the blocks together including borders. Then sandwich with batting and backing fabric. Stitch in the ditch. Check the batting recommendations. I use the Dream poly and quilting allows up to 10" spacing. There is usually a little bit of play in the backing fabric with this method even though the quilt sandwich is tight.
You can also use this method without the second layer of batting. I like the added thickness with two layers of batting.
Another way is to EMB the quilt blocks without adding batting in the block. Stitch blocks together. Then layer the quilt sandwich (quilt blocks, batting and backing fabric). Quilt with desired technique.
I use no show mesh when making EMB blocks. Trim to 1/2" seam allowance and join.
The last quilt I made, I alternated EMB blocks (no show mesh, batting and background fabric) with plain fabric squares (no batting). Then layered the quilt as usual. I hooped in the area of the plain blocks and added machine stippling to hold the layers. I will add pictures for you in another post.
Here is one of the design vendors I use for most EMB. If you sign in to site (free) there is information you can access. They also hold events through dealers that are fun to attend.
https://www.anitagoodesign.com/
Hope that helps. Feel free to ask more questions as needed.