I have quilted the top and batting only on my last two quilts. But I have never tried the pillow case method. so I can't really tell you how it works. But I can tell you it cause a lot of lent in the bobbin area. My machine is vintage so its easy to clean and I don't have to much to worry about in that area. But with newer machine that are computerized I would recommend talking to who ever you bought your machine from to see if this method could cause problems.