Sorry not to have answered earlier, I've been digging out fabric for the BOMs. I have made many many baby quilts and some I've hand quilted, around the embroidered or appliqued pictures, etc. Some I've tied. What I've found that worked well was crochet thread, bedspread weight. Now maybe it's my Boy Scout Leader training but when I tie them with a square knot, they don't come undone. The trick is to NOT tie it to tightly. The normal wear and tear of use and washing will tear anything, including hand quilting if it's not done consistently and evenly throughout the project.
Hope you have fun and know that the baby is blessed to have your work to be wrapped in.
Sharon
ps I usually make my baby quilts a little bigger than the hang down on a crib mattress. I like to give the baby and toddler as long a use of it as possible. :wink: That way you may get a chance to see the baby adopt it for a favorite. :)