There are times when a traditional sewing method for knit pieces, such as mattress stitch, isn't very appropriate or would be very time consuming to use, such as when stitching together swatches of different yarns, gauges and stitch patterns into a project.
A quick way to get pieces together that looks really nice is to machine sew your knit swatches together.
Like sewing seams on any other project, you'll want to work with the right sides of your knit squares together and sew a straight seam stitch. But in the case of knitting you'll want to keep the seam narrow so that it doesn't bulk up your finished project. It's a good idea to try for sewing just inside the cast on or bound off edge or along the second column of stitches, but keeping your sewing straight is more important than having it really close to the edge.
When sewing near the edge, you'll have to be extra careful to ensure that you're sewing through both layers of knitting consistently.
Avoiding the Stretch
Probably the most nerve-wracking thing about sitting down to machine sew knitting for the first time is the worry that your pieces are going to stretch. Yes, it is a real possibility, but thanks to the forgivingness of yarn it's not much of an issue.
If you're really worried about it, baste the seam first with a double-length of sewing thread. That will hold the stitches in place well and keep stretching to a minimum.
I usually pin baste, with my pins running parallel to the seam about an inch from the edge, instead of basting with thread, and that seems to work fine, too.
Getting Your Knitting Caught
Another potential pitfall of machine-sewn knitting is catching or snagging the knitting on your presser foot. The main antidote for this is stitching slowly, making sure that the knit fabric is consistently moving through the machine.
I like to keep a straight pin in my hand or nearby as I sew so that I can push the fabric down as needed to keep it from snagging without getting my fingers too close to the mechanics.
Should you get a catch, stop the machine as quickly as possible and remove the yarn from the foot. A straight pin is often helpful for this as well. You may need to resew that section to maintain even tension and stitch length across the piece.
If you're sewing together pieces of many different colors, you won't be able to match the thread to the yarn as you would match thread to the color of fabric you were working with in more traditional sewing. I like to use beige thread (preferably in cotton) because it's not that noticeable or obtrusive on the final product, but you can choose any color you like to coordinate or contrast with your project as you like.
Machine sewing hand knits can be a little tricky at first, but after a few seams you'll find it a much quicker and easier way to finish some projects, such as those put together from various disparate swatches.