You can also use tissue paper, like the kind you use to wrap clothes in the box in Christmas presents. Get the white, trace your design, pin to your quilt and quilt right through the paper and tear away when done. They actually market a paper specifically for the purpose called golden threads but the plain white tissue paper is much less expensive.
I am not confident with Press and seal. I have heard some have nightmare stories about it gumming up the workings of their machines. Many have used with great success and no problems but I am not a gambler or risk taker. Paper will do no harm. cellophane intended to wrap food.... I'll not chance it.