My machine came with a little plastic doohickey that can be put under the back of the foot to level the foot when the fabric is thick. It's good for getting over humps - it keeps the fabric feeding so that it doesn't get stuck in one spot, trying to get over the hump.
Other than that, make sure you trim the seams to reduce bulk, and use a 90/14 or 100/16 needle.
I haven't done enough bags to be helpful with your first question.