I've been doing a GFG with paper pieces. I've had really good luck with the Bottom Line by Superior Threads, a thin 60 weight thread. You can get a "doughnut" of prewound bobbins that has 35 or so colors on it so you don't have to buy full spools and the thread seems to last me quite awhile. It was recommended to me by a lady at a quilt show who does EPP.