Yes,these will fall off during washing eventually so you definitely want to secure stitch them on. Since they are raw edge any stitch you chose will work. I've seen straight stitch close to the edge that looks wonderful and blanket stitch...so...up to you. If large applique, I'd probably straight stitch but shorten stitch so you can povot around curves and points easily. In my opinion, The bobbin thread should match the color of your backing and the top thread should match applique fabric. Use a walking foot to help move the fabric under the needle since it's already quilted.