OK, I used a very thin poly batting on the embroidered blocks, with a VERY light stableizer (sp? however i spell this, it always looks wrong!) Anyway, I then just pieced the quilt and used the thin poly for the whole thing, so the blocks with the embroidery had double batting. Here's what it looked like:
http://www.quiltingboard.com/t-85293-1.htm
The embroidered blocks had a little extra poof, but not so much as to be distracting. You could also use a QAUG method, and use backing on the embroidered blocks.