I use YLI .003 monofilament thread in the bobbin as well as the top. You must wind the bobbin slowly; otherwise the monofilament will stretch. Also be sure to underfill the bobbin and, if at all possible, use a metal bobbin (less likely to distort under the pressure of the monofilament than a plastic bobbin).
Some sewing machines can't seem to handle it, but my machine does fine. I suggest trying it out extensively on a sample quilt sandwich to make sure your machine will do okay with it.