I have done this. With a lap size quilt, it wasn't too bad. However, on a queen size quilt it was quite a challenge. My largest embroidery hoop for my machine will embroider an area approx. 4.5x6.5. This means a LOT of moving the hoop to new areas. Part of the challenge is supporting the weight of the quilt in such a way as to not restrict the movement of the embroidery arm as it moves the fabric under the needle.
Lately I have seen lots of embroidery files that are intended to be used for quilting, but having done this myself, I don't think I would want to do it again. I paid too much for the embroidery machine to risk damaging it.