From my personal perspective, yes you should take the time to ditch quilt the applique. IOW, quilt around each appliqued piece right along the edge. I feel this helps the applique to pop and in the long run really won't add that much time to quilting it. You can do it as you hand quilt the cross hatch background, using the edge of the applique as a travelling area to get to your next line of cross hatching (as opposed to travelling the needle and thread in the batting layer). You have already invested a great deal of time, effort and fabric creating this gorgeous top, why cut corners now? Also if you plan on entering this beauty in a judged show, it will score higher points if each applique element is ditched.