We are also studying the book of Esther at our Women's church group. This could be a fun idea!!

I was a part of a group that made blocks for a women of the Bible quilt--women in the Old Testament. It is now hanging in a synagogue in Jerusalem. Each woman involved chose a woman from the Bible and made a block that she felt represented the woman. There was Tamara, Rebekkah, and more. It was really beautiful and did get published in a magazine but CRAFT disease, I can't remember which. Blocks were appliqued and others were pieced.

Block Party Studios has some great blocks to choose from relating to the bible.
http://www.blockpartystudios.com/shopping/patterns.asp