I had a similar experience as Tartan described although luckily I was using UltraClean Crayola Markers so was able to get it off once I picked out the itsy-bitsy pieces of Press & Seal stuck in the stitches! Will not use again like that. I do use it like Kitsie does if I want to mark a "maybe" idea of quilting and my regular plastic sheets maybe not big enough.
I'd add that it's handy if you want to wrap a roll of left over bat, backing or have a small quilt to roll and keep together with the P & S though.