The last few hand embroidered projects I've done I've cut the blocks oversize, drawn the pattern onto the fabric and then quilted each block to a square of cotton batting. After all of that it was easy to embroider and not worry if my thread went all the way through the batting or not and my knots and jumps did not show. (my backs are rather messy!) When it was time to sew the blocks together I just treated them as I would any other block - that thin batting didn't make much difference (I did usually have lashings between the blocks). Then I would just layer the quilt top as normal with a back and another cotton batting. (Clear as mud, huh?!)