I tried Press n'Seal and the UltraClean Crayola marker stayed on the thread and was a bear to get out. Plus I thought the press n'seal was hard to get off, left little bits under the stitches--so I'd advise not using that to stitch through.
I've only tried this once, but using paper and a sewing tracing wheel (have to go over it several times) and then chalk dusted over the holes left. Do you have a laser light on your machine? I've pinned my design to the side of where I wanted to quilt and used the laser light to trace it while I sewed.