I think the fabric (or even normal crayons) need to high a heat to be used once there is batting. Maybe a denser quilting stitch w/ a white thread in the pieced part would tone that down allowing the embroider to shine brighter w/o having to alter it.
If I were determined to alter the embroider blocks, I would use the dimensional fabric paint w/ a narrow tip, carefully going along the embroidered stitch line to darken it, you would need paint colors to match or nearly match all the thread colors.