Hi, I just checked the Bernina USA website. This is quote from there:
Frequently Asked Questions
Do BERNINA® machines "prefer" polyester thread to 100% cotton thread?
A BERNINA® sewing machine will sew with almost any thread, but remember that your time and talent, as well as the fine quality of the BERNINA® machine, deserve top quality thread for the best results. Select quality thread brands like Mettler, Isacord, Madeira, Sulky and YLI.
We suggest Mettler's Metrosene long staple polyester for most of your garment construction sewing. When piecing 100% cotton fabrics for a quilt or quilted garment, Mettler Silk Finished Cotton is an excellent thread choice. Both threads are high quality with a consistent diameter, even with darker dyes, and the long staple means that there is very little fuzz build-up on the thread path and inside the machine.
For embroidery, we suggest Isacord Polyester thread, Mettler Polysheen Polyester thread, Mettler 30 wt and 60 wt cotton thread, and Yenmet Metallic Wrapped Polyester Thread. YLI and Superior also make good quality embroidery threads as does Sulky.