If I sacrifice a baby squig (such as to pay the cost of You's Bigga!) can I then attach it to The Unending Horde? And then bring it back out for it's zero cost and sacrifice it again for some other hilarity to just re-attach it the 'Horde again? I guess I'm wondering if the sacrifice somehow prevents the 'Horde attaching action. Are there subtleties that I should know about when trying to do this kind of hilarious free spamming abuse? I want to try something like this soon but I want to make sure that I'm doing it correctly.

Yes, this works.

The Unending Horde's effect is a replacement effect. If an Orc unit would leave play, you instead can attach it to the Horde. It doesn't matter why or how the unit would leave play, whether it was destroyed, sacrificed, returned to hand, or whatever.

What you have to keep in mind though is that you can only return all the units attached to the Horde, not individual ones. So you'll only get the Baby Squig back for free if it's the only unit attached to it, or if all attached units cost 0. Also, the returning action can only be used once per turn per Horde.

Thanks for your help Mallumo.