Oops (this is what I get for speed reading/replying on break)...
I thought you were going to machine quilt, but I still think that a gray thread would be beautiful. It will show, but won't scream "look-at- me, look-at- me ."
The shade of gray will depend on the exact shade of burgundy, so bring some swatches with you when you go pick out the thread.
I am sure the quilt will be treasured no matter what color thread you finally settle on.