Hi and Welcome.
One of the teachers at "Quilting in the Desert" [www.quiltcamp.com] last year did shadow quilting.
First she had the top or original applique piece, then copied a portion of it in darker or more muted fabric so that it peaked out from under the original applique. She didn't use organza, just regular quilting fabric.
Remeber you will more than likely want the shadows in a single quilt or quiltlet to all go in the same direction for aesthetic reasons.
ali