I did an applique border on a queen size quilt using a small zig zag stitch around the edges. By the time I was through quilting the quilt the applique egdes were fraying and pulling away from the zig zag. I had to re stitch the applique using a wider and tighter zig zag. I went through all layers of the quilt and it looked fine on the back. I used a thread to match the backing an the top thread matched the applique. The quilt sandwich has to be very smooth, no puffiness anywhere, as flat as you can get it. I would use misty fuse on the back of the quilt top before basting if using applique for the quilting.