You can also try using 2 strands of thread in the machine. Just put 2 spools on top and treat the thread as one when you thread the machine. I did this with regular thread (50/3), but you could also try it with 40wt or even 30wt to get a fuller look. You do need to sew slowly with two threads. I think the heaviest weight you can use in the top of most machines is 12wt, but that might be too heavy a look for blanket stitch applique.