Vinyl will melt when heated, but you can try mylar or templar, which are heat resistant. I took a machine applique class with Karen Kay Buckley last year, and she uses and sells the templar sheets, which are clear. Here is a description from her website:
Templar
8 1/2" x 11" piece of heat resistant plastic. I use this for my favorite applique technique. It works great with an iron on a medium heat setting. It marks easily with a pencil to trace your applique shapes. Used for both hand and machine applique techniques. <input name="command" value="enter" type="hidden"> <input name="merchant" value="karenkay" type="hidden"> <input name="item" value="NTemplar" type="hidden">
She also uses and sells a product called "Pattern Ease" for that purpose. It is easy to trace on with a pencil or fine point marker, and you can use an iron with it. If I remember correctly, it is a non-woven fabric, and is not clear, but opaque. I think you could probably use a non-woven Pellon interfacing in the same way.
Here is the description from the website:
Pattern Ease
For those of you who have taken classes with me you know I often use this product as a placement guide. I place the Pattern Ease over my paper pattern and trace the design onto the Pattern Ease. Next, I center the Pattern Ease over my background fabric and baste it along one edge. When I am ready to position my applique pieces I can slide them under the Pattern Ease, pin them in place and proceed to applique. I use this for placement guide for both hand and machine applique.