Consistent Pressure Gives a Uniform Look. Keeping a consistent pressure with the crayon on the paper gives a uniform, pleasing look. If you're pressing hard, your hands will get tired quickly, so I prefer to press lightly. Interestingly, being aware of how much pressure you're applying seems to be really hard for younger children. It must be tied to motor skills in some way. It won't hurt anything to tell them this tip, but if they aren't implementing it, just let it go.
Crayon Tinting. Using crayons for tinting embroidery is the most common technique. It's easy to learn and most people have at least a few crayons around. Crayons produce a bold color, but you can also work more gently with them, resulting in a lighter tint. Just like coloring on paper with crayons, varying the amount of pressure and layering your coloring creates some very cool shading. That shading gives your embroidery texture and dimension, and it's fun to use with modern or vintage designs.