Cool - I didn't know they had instructions, lol. I am such a figure-it-out-on-my-own kind of girl.
That's pretty much how I sew them together, except I don't necessarily keep them all on the needle while I sew each one. They kinda drift on down the thread like making a popcorn chain. Once I have them all strung on the thread I line them up and spread them out how I want them all and then sew up and down through the stack making a couple of X's. You don't want to sew too close together, otherwise pulling could break a couple of threads in the ribbon itself and a piece could come off. Since they're completely sewn together a few times, the korker bow shouldn't come apart on you.