Bummer! I would try a little machine oil rubbed on the needle first. (not too much as to mark the fabric) if the pieces are already stuck down then your choices are limited. I would try machine buttonhole stitching so less stitching on the problem fabric or break out the embroider floss and do a hand buttonhole or decorative stitch along the edges. You could also try a straight stitch about 1/8 inside the appliqués and leave the edge raw but the needle may not like that either.