I use this type of stencil but the chalk does tend to sort of "bounce" off if I sew over it with my walking foot.
My FMQ foot is the type that "floats" rather than "hops", so I can use it for FMQ pretty well. I've learned to only mark a couple blocks at a time, though, or I tend to rub the chalk off as I move the quilt around.
I use the blue chalk, which is a brush-off type. They have a white chalk that vanishes under an iron, I've been thinking of trying that kind to see if it "sticks" better. Anybody try the white iron-off pounce - does it stick better than the blue?