Very nice! When you say they are thin - are they just the one layer of cotton, not lined?
I made shaggy quilts for babies and did large squares (easier), sewed the front and back squares and batting together at once and then sewed rows and so on. The quilts are pretty darned heavy!
Or if you wanted to, you could make another backing (so it is shaggy on the outside) and then just use the tie-method for the quilting, with batting in the middle.
Just a couple of ideas for ya!