I have always used regular Crayola Crayons, in fact my granddaughters laugh at me cause I won't let them use my crayons and I have a special box for them. I found that if you don't apply sufficient coloring they will sort of fade out after you press them. When I have taught people how I do it I always tell them that they need to really make it dark when coloring so it doesn't fade out which does happen some when you add the heat but I have never heard of it totally disappearing. I also place the paper towel right on top of the crayone coloring when heat setting it like Jaciqltznok said on her blog. I think it is so much fun to color and embrodiary and quilt. Good luck on your pieces I am sure they will work out just fine and very beautiful don't give up.