There have been several topics here on the board about the Frixion pens. Some have tested them. The marks do come out with heat but also come back if the quilt is exposed to cold which could happen if shipping a show quilt to a show. Some have said once the quilt is washed they don't come back. I have not tried them myself.
My concern is quilting with polyester batting, it tends to not like having a hot iron applied after quilting. I have also had problems with yellow chalk not coming out. I have had very good luck with white chalk, white ceramic lead pencils, blue washout markers, and plain old pencil over a starched quilt top (the mark from the pencil "floated" on the starch and when washed, the marks wash out with the starch) and the purple air erase markers for marking as you go.