I would suggest you use a blunt needle with no thread and stitch the design first on the paper using a short stitch, then using a sharp needle, stitch the design on the quilt with thread.
This way you will have more holes to make it easier to remove the paper when you go to take it out.
I tried to do an embroidery (just an outline normal stitch) using regular computer paper and talk about a nightmare trying to remove the paper! I've since learned to prepunch the paper with the design so when I go to quilt it, I don't catch so much paper.
Good luck!