I've found that my machine can be quite finicky about thread. My favorite thread is clear nylon sold by Long creek thread in Gastonia, NC. I know of other folks who also have a Grace frame and a Juki 98 machine who also love this same thread. They have a web site and the price is great.
IMHO piecing with a great cotton or polyester thread creates a very strong quilt, then quilting it with the clear nylon thread makes a great finish.
Happy Quilting,
Steve