In batch steganography, the sender spreads the secret payload among multiple cover images forming a bag. The question investigated in this paper is how many and what kind of images the sender should select for her bag. We show that by forming bags with a bias towards selecting images that are more difficult to steganalyze, the sender can either lower the probability of being detected or save on bandwidth by sending a smaller bag. These improvements can be quite substantial. Our study begins with theoretical reasoning within a suitably simplified model. The findings are confirmed on experiments with real images and modern steganographic and steganalysis techniques.