I have quilted 2 large quilts on the embroidery machine so far. The first one had a lot of seams, so that one was harder to do. I use warm and natural (or white), whick is not too heavy. Keep the hoops not too tight.
Make sure the quilt is not dragging when you hoop. Place all the fabric on a table. I found that when it hangs off the table, the material will pop right out of the hoop. I also noticed that it was easier to hoop with the 5 x 7. The smaller one did not work as well. It takes a huge amount of hooping, but I want to do it myself and not send it out to the long arm quilter. I also lift the quilt slightly when I embroider, so it does not drag on the embroidery arm.