I find using a size 16 or even a size 18 sometimes help with shredding. I've only had issues with Aurifil and one other which for the life of me I can't remember what it was but it came as a sample spool with my Innova machine. I find I can use my embroidery thread as well as the embroidery metallic threads, both 40wt in my Innova also. Most times I go for Connecting Threads cottons and/or polyester threads and have rarely a problem with them and most of them are at least 5-10 years old now. If one starts to shred, I'll throw it into the freezer over night as that's supposed to put moisture into the thread. It worked for me a couple months ago and now I have those spools in a plastic bag as I have another quilt that will use the same spools to quilt with. Just wanted to save myself the grief of shredding threads.
Most times I use size 16 needle in my quilt machine.