I have one and use it all the time, big quilts and small projects. My tacks are the smallest on the market, and hold everything perfectly. If you have one of the versions with tacks perhaps .25in. long, then the technique to try is to take a complete stitch with your needle, so that you go in (for instance) from the front of the quilt, bring the needle back up to the front, a little way away, and then shoot the tack through, so that both ends lay on the surface. A small bonus using this technique is that you end up with a small plastic stitch on the reverse, that makes it easy to cut with a stitch ripper or similar, when you have finished.
My little fine tacks are no problem to sew over if I haven't managed to place them out of the way of my quilting, and the only drawback I have found it that they are so fine, I sometimes have problems finding them to remove them at the end of the day. I obviously use contrasting tacks where ever possible, the problem comes with multicoloured fabrics, where a tack doesn't show well.