I wind the regular polyester embroidery thread onto a bobbin and use that whenever I want thread to match. It works fine in the bobbin for FSL projects too. Pre-wounds are always easier and they come in colors too. Don't be afraid to at least try a different thread.
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For embroidery quilts, I use no show mesh in the hoop. Then lay the batting down, tack down. Lay background fabric down and tack down. Stitch embroidery design, trim block to 1/2 inch seam line. Stitch blocks together. Then add backing and stitch in ditch.
The above method doesn't show the bobbin thread knots on back of embroidery block. Hope that helps!
If you want to do edge to edge quilting, that is a different method. You will have grid marks and re-hoop to go across the quilt.
There is another method using a cross stitched line and thumb tacks to line up design in a specific spot. It's more involved and harder to explain.