My experience in using my embroidery machine to quilt the layers is to use the same color thread as the bobbin thread. In fact, I wind a bobbin using the embroidery thread. That way, I don't "see"the bobbin thread on top if it is a different color. You also should "quilt" using a simple "redwork" or quilting design for the project.
Do a test quilt block with the layers to make sure that your machine embroidery quilting design makes a pretty stitch on the back of the quilt. I really did not like what my quilt back looked like after quilting with my machine. But, this was a few years ago and perhaps the "quilting" embroidery designs have improved. I also got bored maneuvering the bulk of the quilt for quilting with my embroidery machine, the re hooping, etc. (I still have half of the quilt to finish, LOL!).
I do want to revisit using my machine for quilting using embroidery designs.
sandy