bmadau,
Sorry, you have it backwards; the hems stretch too much. The purpose of adding grossgrain to curved hems is to eliminate the stretch and to pull the stretch out of the bias of the fabric.

However, the zigzag is a good idea - especially if you are using polyester thread and don't use grossgrain reinforcement. As you noted, light Nylon fabric stretches a whole lot more than polyester thread and a strong pull will pop the thread like popcorn.