I use Maxi Lock all the time, bobbin and needle. I love using it for piecing. Yes, you can use the Sulky thread in the needle for quilting but you want the bobbin thread to be a cotton or you Maxi Lock in the bobbin. The embroidery thread is slick so you need a bobbin thread that can "grab" it. I have used embroidery thread in the bobbin, but tension was the pits.
I also use Maxi Lock in my regular machine when making garments. It allows the seams to drape better. If it is an area that will get tension on it, i.e. crotch seams and sleeve seams, I just sew the seam twice.