One time I used yarn to tie a quilt I'd made with a cotton top, batting, and fleece for backing (I've done that many times, actually). I don't think I used a big enough needle, because I had to wrestle the needle and yarn through and my fingers were killing me! I have used a curved needle, and it helped some, but still, it was work. I realized that going through such thick layers with thick thread (yarn) was a challenge -- but doable!