OK, first off, I seriously love the name "FrankenPfaff"!! :)

Since this is a "new-to-you" set up, and therefore a TRUE learning experience, I would definitely recommend that
1 - you use some of the better name threads - Superior, YLI, Aurifil, etc.
2 - don't use rayon thread AT ALL for quilting
3 - be prepared to discover that your machine has certain "preferences" in thread - my machine LOVES Aurifil threads, even though (since they are cotton threads) they are very linty.
4 - watch Jamie Wallen's YouTube video on thread tension ( https://www.youtube.com/watch?v=Q1mRhcquZTM )
5 - thread breaking or shredding can have a multitude of causes - old/bad needle, bad thread, poor threading through the machine, etc.,etc.

Have fun learning your machine's quirks - everyone's can tell you that their machine has something that it likes/dislikes/quirks out on.

FrankenPfaff... seriously loving it!!

Never FMQ with embroidery thread. Too weak. There actually are quilting threads available, one for machine quilting and one for hand quilting.

I quilt with embroidery thread on my domestics and my long arm. Just not rayon, I use 40wt poly thread.

Cari