It is up to you whether you want to use clear thread or not. You can use clear on top and colored in the bobbin, just match it to your backing. You can use the same or different colors as your top and bobbin. but just be sure they are the same type and quality of thraad.
If you save the sandwiches, go back and add a piece of the teflon fabric to one side using a large stipple, then bind it leaving a loop in one corner. Voila, instant potholder.