2mm 6in x 9in sheets in 12 color assortment of Puffy Foam, a high quality Ethylene Vinyl Acetate Foam that is made specifically for use on home sewing machines. It is non-toxic, water-resistant and machine washable, but it is flammable and cannot be dry-cleaned. It comes in two thicknesses for different stitching effects, and there is virtually no waste because even very small pieces can be used.
It perforates cleanly when stitched through, and makes the stitching stand well above the fabric. It is being widely seen commercially in headgear and washable wearables. Look for special computerized embroidery cards made especially for Puffy Foam from your favorite sewing machine company.
Colors to match your thread 1 sheet of each: White, Black, Lt Tan, Red, Purple, Kelly Green, Royal Blue, Yellow, Orange, Pink, Grey and Forest Green