When you zigzag them together are they laying on top of each other, like if you were doing to pieces of fabric together, or like next to each other with the zigzag big enough to catch both sides?
I use my ruler and cut the edges straight. Then I butt the two pieces of batting together and use a zig zag stitch going back and forth between the two pieces. This way you don't have the overlapping bulk.
I've read that if you cut the edges on a slight diagonal, that also helps to disguise the seam between the two pieces when you use in a quilt... You don't necessarily want your batting seam to be lined up with your quilt top seam. A good way to get the pieces straight is to overlap the edges slightly, then cut both pieces at the same time...then you can puzzle them together in case you didn't get the cut completely straight.