Lately, I've been on a pillow making craze. I'm not sure if this is the RIGHT way to finish a pillow, but this is what I do. I take my hooked piece and attach covered cording ala Wendy at the Red Saltbox. I don't tack down the unfinished piece of wool to the back of the hooked piece since this will be covered up by the pillow backing.
Below is a pillow in progress....the pillow backing is the plaid and the covered cording is the blue....the hooking is facing down.
I use upholstry thread or button and craft thread for sturdiness and I push my needle through between the hooked part and the cording.
As I push it through I catch the pillow backing on the other side and kind of tuck it under as I go...then I move over just a hair and bring it back through the backing and into that little groove where the cording is and out the other side and just go back and forth around the pillow until it is finished.
I'm by no means a seamstress and I don't measure the pillow backing....I just cut a piece of wool that is a little bit larger than what I need and tuck the excess under to the inside of the pillow.
Here is the finished pillow....the pattern is from one of my favorite designers....Maria Barton of http://www.starrugcompany.com/
Go forth and be creative,