Couple thoughts to consider: Rayon is weaker than polyester, and I can vouch that many rayon brands are not colorfast. You will want to test this before going ahead and quilting your baby quilt. Baby quilts generally get washed often. May be a unwarranted risk using the rayon. What I have done is started eliminated using anything accept Isacord Polyester (not spun). Now no matter what I do in the sewing room, I know I can grab the Isacord thread and use it for everything, from embroidery to piecing to quilting. Good strong, beautiful, silky smooth thread, and one of the lower priced threads available. I have not used King Tut, Superior, Connecting Threads, so I cannot vouch for those.
Bottom line, I broke away from rayon and headed to polyester for embroidery. The Isacord is high sheen just like Sulky and rayon embroidery threads. Makes for beautiful quilting and embroidery.
I do not work for Isacord, I am not a retailer, etc. of this thread. I simply have found a very good high quality thread that I personally can use for everything.