What fronkey said... the outer fabric is larger so the ends won't be compressed. Center the inner fabric on the outer, sew your baffles in. The on the ends, parallel to the noseeum, sew the ends together. You should have a few inches extra on the gray to make the open tube.
Then pick a side and sew it together... i expect that part to be the trickiest, as you're trying to seal the side. I would not worry about completely sealing between each tube.
Next: hang , fill, clothespin each baffle once filled, and sew.... if you are using grosgrain, you can add it after the quilt is sewn.