Underground, You don't need a clam. I've made items with up to 8 layers of leather at least as thick as the stuff I gave you, and have stitched them all, no problem. My "trick" is to roughen both pieces of leather where they will touch with 40 grit abrasive paper, then glue them together with good old Evo-Stick. Let each piece become just drier than the "tacky" stage then press firmly together. Once all the parts are glued in place and the glue has had time to dry as much as possible (Usually leave mine overnight after gluing) cut the stitch groove and mark where the stitches will go with wheel, then drill each stitch hole or use an awl to make the holes (I use a 1 or a 1.5mm drill for stitch holes and a 2mm drill for the last 3 or 4 at one end of the stitching to allow room for extra passes of the needle for back-stitching to end it neatly) Using a pillar drill or Black and Decker in a stand will ensure that your stitch holes are straight. It's then a simple matter of taking the needles and thread and "stitching" your workpiece up. I think it's more like "lacing it up" once the holes already exist, but if you make the holes small enough to be neat, you will still need a needle to get the thread through them. I have found that the second needle through the hole will often need quite a bit of "persuasion" to go through due to the thread already in the hole. I tried a sail-makers palm (It's a heavy duty type of thimble) but found that I bent the eye of the needle over as often as I got it through the hole. Because of this I now use pliers to stitch with, usually my Swisstool.
A few things to remember are that if you flush up all your edges but do not round off the corners at all, you will get the groover to run along the edge more easily, giving a nice line to the stitching. Use waxed thread as this not only locks in place once the stitch has been tightened but lubricates itself through the hole as you stitch. Waxed thread also twists and twizzles up into horrible tangles far far less than un-waxed. Once the stitching is done you can round off the edges of the leather, stain (if required), then polish or "Bone" them smooth. Doing the boning with the leather well dampened will not only give an excellent finish but serves to close up the stitching holes as well due to way the leather becomes compressed at the edges of the sheath. With really hard leather I run the groover along and mark with the wheel then drill as above, but I run the groover along the underside (flesh side) of the leather AFTER drilling the holes as well. This makes it easier to get the groove to match the holes and the end finish is neater with the thread nestled well into a groove on both sides of the workpiece thus out of the way of abrasion.
Hope this helps ?