I'm just guessing on this, but I would say a true sham would be quilted. But, if this for you, you could just make them unquilted. This is what i do, because I like a more informal look, and I don't want to take the pillow coverings off every night, and I would if they were quilted shams. I use the technique shown in a tutorial that Jenny did on decorative pillowcases, and I mke them using scraps from the quilt. I usually plan for an extra yard and a half for te body of the two pillowcases, plus 1/3 yard each for the cuff. If you have two jelly roll strips left, you can use one for each pillowcase for an extra pizzazz of trim. Be brave, make your sandwich, and quilt away!