Well, I think Mario has fairly standard colors -- red pants, dark blue shirt, red hat. I Googled Mario applique and saw quite a few embroidered appliques. Here are links to a few:
https://www.dhgate.com/product/whole...nsh|3357687462
https://www.etsy.com/listing/1077712...f=sr_gallery_8
http://www.iconarchive.com/show/supe...ario-icon.html
Here is a whole page of Mario:
https://www.pinterest.com/pin/334110...83686/?lp=true
Looks like the one in green is Mario's brother, Luigi (big L on his cap; Mario has a big M on his cap).