I was recently asked how I made my quilt-as-you-go hexies. Each hexagon is a complete mini-quilt, with a top, batting and mock-bound with the backing. Mine are roughly 4" across (finished), but they can be whatever size you want. I use a 4" hexagon for the top and the batting; the backing is a little less than 6". This allows for a skimpy 1/2" binding on the front of each hexagon. I had some leftover flannel when I started this project, so my batting is two layers of flannel. Now that I'm well into my project, I bet one layer of flannel would have worked great, too.
I layer each hexie: backing wrong-side up, then batting, then the top right-side up. The top and batting are centered in the middle of the backing. I made my own templates for these, which aren't perfect. I can see it in the layered photo. But that's okay - it evens out once I get the binding rolled over.