I fused 4 Subway kid's meal plastic bags together. I fused two together. Then I fused 2 others together. Then I placed some paper between the two so that only 3 of the edges would fuse together. I was able to make a bag without sewing. However I am going to go back and sew them together, because the top edge of one side is to easy to pull apart.
When fusing, sandwich the plastic bags between some parchment paper. Set the iron to a wool / silk setting. Cotton is to hot and will burn a hole in your plastic.