You should always fit stays over the type of undergarment you intend to wear the stays with.  A T-shirt and bra, or even a t-shirt alone, will support your bust in a very different way than a shift.  You can see how my Cassandra stays are collapsing slightly at the side, because my bra is lifting my bust inward, leaving a hollow at the sides.  

This isn’t the final sewing-together of panels: this is just a quick assembly so you can do a final fitting before the final assembly of the stays.   You’ll need to either re-sew the seams with stronger stitching if you’re using the Theatrical construction methods, or whip the channels together if you’re using the Historical constructions methods.