I normally use Aurofil no matter what the job it; piecing, applique, machine or hand stitch and sewing. I would use a cotton thread to either match your applique or a shade darker if you can't get it to match. I've done it where the edges are turned over and also raw edge. Your machine probably does have that stitch but you can use the satin stitch or even a small zig zag stitch will work. Try it on a few test pieces first to get the stitch length right first and then write it down so you'll remember it when you go back. I hope this helps. I don't have a Bernina but even some om the most basic machines have that stitch but I prefer the two that I listed. Do a comparison to see what finish you like the best.