I have sewn on plastic when I made a raincoat and some tote bags. I found that I needed to place a sheet of tissue paper on either side of my fabric and stitch through it. This prevented slipping and allowed the feed dogs to work as they had something to grip. When I finished stitching, I tore away the tissue. Your threads may be bunching up as the feeding of the fabric gets caught up and doesn't run as it would with woven fabrics.