The leaders that came with my Grace frame (bought it from another quilter) have a line drawn all the way across about 1 1/2 inches from the edge and she just zig zaged the edges to keep it from fraying. They are a very heavy canvas type material. She made the shorter set out of muslin but I keep the frame set for king because it is hard to adjust the length. So I have the longer set on it.
I pin to it and stick myself every time! I have heard that you can add velcro and then make a piece with the other side of the velcro that either is basted to the quilt or pined. Then to put it on the frame you stick the velcro together. I am considering this.
I have a friend that has really nice leaders on her frame. She used a gingham type printed canvas. (Don't know where she got it) It gives her the horizontal line and a vertical reference too. I wish I had the vertical to help line it up straight. Maybe I can draw some marks.....
Anxious to see why to create with your new frame! Have fun!