I'm doing the Winter Wonderland quilt & have muslin pinned to the backs of my blocks. My friend is using the iron-on interfacing & I prefer the softer look of the results with the muslin. Just my preference. After I embroider all the blocks, it will be sewn together and then hand quilted. If you embroider through all layers (appliquilt) you might need to use fairly big stitches which would result in a more "country look" rather than fine needlework, so guess it depends on what look you're hoping for.