Sherian,
I have the Babylock Elegante and I use the large cones all the time with the cast iron thread holder set behind the machine and in line with thread guides. You must watch the thread and make sure it does not get caught and I thread it through the bobbin guide as well. Also often I use silicone spray and netting for the thread. The silicone on the thread is really nice and helps it glide through the machine. Did 150 placemats for my cousins son wedding and only had problems on 1 or 2 of them. The thread I use is mixed some Hemingworth, Sulky, Coats and Clark and now am using Glide. Hope this helps.
Lisa