I have a Pfaff Grand Quilter but not on a frame. I have found it is a bit fussy with the type of thread you use, you must have the same in bobbin as well and it is happier with pure cotton thread, however it has taken a bit of trial and error and patience to get the best out of it. There is a Grand Quilter yahoo group that may be of some help to you, I think you will be happy if you persevere.
Good luck!