You can totally do this. I've been pretty lucky and my Janome hasn't had a problem with any thread I've thrown at it, including C&C, Connecting Threads, Mettler, Gutterman, Aurifil, and Sulky. I even used serger thread before I knew what it was! Oops...
I've had most success puddling the quilt instead of rolling it in the throat. I also built a foam insulation topper for my table using Marguerita Mcmanus' method (Google "marguerita mcmanus foam insulation table" and the video will come up on YouTube) and that has helped tremendously since the quilt doesn't get hung up at all on the edges of my machine. Much as I'm cheap and didn't want to spend $8 on a pair of quilting gloves, the Machingers gloves have been FANTASTIC. I have a Supreme Slider, but it often pulls up even when I tape it down, so I'm not using it as often anymore. All of these things have made my FMQ so much better and I rarely ever have issues with skipped stitches or eyelashes on the back.