Quality Matters. Not all colored pencils are the same. Cheap colored pencils tend to have harder wax leads and less pigment which mean they produce less vibrant colors and have a tendency to leave some white spaces uncovered in the grain of the paper. Because the lead is hard, cheaper pencil leads often have a tendency break and if the lead breaks throughout the length of the pencil you can be left with something that is unusable.
Colored Pencil Tinting . Embroider the design as desired. Tinting with colored pencil is similar to working with crayons. The result is much softer and it works well for blending color. The color is less colorfast than other tinting methods, so reserve this technique for embroidered items that won't be washed.