My opinion is NO, you do not have to use cotton thread to piece your quilt. The theory was that the polyester would cut the cotton threads with wear, but seems to be false. With the cotton covering on the thread, that should solve that problem anyway. I do use cotton quilting thread to hand quilt because it is stronger and doesn't tangle as much, but I do not think that is a law either. If your machine won't use the cotton thread, that rules out that option anyway. We have to be able to piece to keep our sanity, don't we??? :D