I haven't had a chance to watch this show to find out the answer there but when I sent my Rhapsody to Eileen (eileenkny), she asked if it was ok to put two battings in it. Her reasoning was that it would make the applique look more like trapunto and help even out a couple of areas that wanted to bulge a little when I pieced it together. Since I am not the expert here I said go ahead and I am more than happy!!! thrilled, ecstatic, overwhelmed are better words. She did a fantastic job and made me look like an artist. A preview of my Rhapsody is on her website-
http://www.designingquilts.com - so you can look for it there.
Ricky also does a mock trapunto technique where he attaches one layer of batting behind the applique, cutting away the excess and then with a regular batting for the whole quilt those areas really pop out.
I try to learn from as many people as possible so I never know whose technique I will adapt next. (Also really need to get time to watch this show but I have been bizzy!!!!!) hugs, Ann