I use either crochet thread or embroidery thread -- double for both unless the crochet thread is thick. Going through 3 layers of fabric rather than 2 layers plus batting will be a little more difficult. I use a sharp needle with a big enough eye to handle the thread. Yarn will require a bigger needle unless you are using baby yarn.
It is very important to have a good knot. There are different kinds of knots that will hold -- just don't have her do a granny knot. I teach square knots using a shoe and laces. A surgeon's knot is good, and I also have a thread saving knot that is my favorite.
With flannel instead of batting, she won't have to put the knots as close together.