I am glad you asked this question, Janie, I have wondered the same thing. Fortunately, I have Pippen's book
Paradise Stitched. She doesn't say anything about which batting she uses, but I'm sure your wool will be fine. She writes that she is a lap quilter, rather than using a hoop or frame. Here are her instructions for the quilting:
"I usually quilt in the ditch right along seams around any pieced blocks, then around the applique, and next to sashing strips and borders. I quilt next to Sashiko designs enough to anchor the layers well. However, it is not necessary to completely outline Sashiko with quilting."
Hope that helps!