I know mono poly thread can be difficult to work with, but I've used that (smoke for dark colors, or the clear for light colors) for quilting the pieces of collage pieces. I have also done the tulle process. Both have worked well for me. I like the idea of ktbb has for quilting the background fabric first, applying your collage, and then quilting the collage. It was tedious, but I did outline each piece of the collage with just a straight stitch to secure it on one piece.
Your collage is wonderful!