Since I think most cross stitch is done on a looser weave fabric. I would use an iron on stabilizer on the back of each piece, similar to that used on tee shirt quilts. One brand is Pellon feather weight, 911. Besides supporting the blocks, it would help prevent bearding of the batting while quilting. Then you will have to decide the look you like, either putting a border fabric around each block or not. Consider that your background fabric in a color that suites your blocks. If you would like to quilt the blocks individually then join, look on You tube for instructions for quilt as you go. There are lots of good videos there. You will also need a background fabric whatever method you use. You will be working with three layers, backing, batting and top. There is so much info available on the internet and since you are new to this, you will want be doing a lot of exploring before you start. What I have mentioned is like the tip of the iceberg. I think if you are just wanting a quilt to be used for display, not getting a lot of hard use and needing to be washed frequently, this could work for you.