The Pinwheel Banner ITH Project by Big Dreams Embroidery is a wonderful way to use up those little fabric scraps that you LOVE too much to throw away. I have this problem too!
Once you have stitched your Pinwheel Banner piece, it's time to assemble them.
Slide each one onto a 2 yard length of ribbon and then you can start to assemble the individual pinwheels.
Here are some tips on how I assembled my Pinwheel Banner.

Slide the unassembled pinwheel banner piece onto the length of banner ribbon before you assemble the pinwheel.
Take a piece of ribbon approximately 12" in length and tie a double knot at the halfway mark.
Thread the ribbon tails through the eyelets, finally exiting to the back of the pinwheel.
You can also thread ribbon through a pretty button with a shank.
Or you can use a simple plastic button like this one...