I just use the default setting for the width. It is about as wide as it goes though. I do make it longer because I don't want a satin stitch. I want the foot centered so it catches half of the new cord and half of the last round.
I use my sharp needles the same as I use for quilting. The needle will go straight through everything.
Yes. The zig zag will go right through the cord. Your foot is sitting right on top of everything.
I love the questions. Keep them coming. And pictures.