I use the prewound for embroidery with my Brother machine- not sure what brand I just go to the dealer and buy them - but want to get some from the internet will be a LOT cheaper :)

Fil Tec is the leader in prewound bobbins. Superior has pre wounds which are very good to match their threads. I was told to always take the paper backing off the prewound bobbins, not many know to do that if they want. The pre wounds are wound with perfect tension and has much more thread on them then any machine winding can do. I buy my prewounds here: http://www.bobbincentral.com/

I use them and love them.

I have a 4000d and all I use are prewound bobbins. I use Fil Tecs Class 15. They work great. Have never heard of Hesse.