Build your colors gradually, and layer them. Apply a light undertone, and build darker colors slowly on top. Crayons can actually be more difficult to layer with due to the high wax content. Don't confuse them with colored pencils! If you want the "look" colored pencil, just use that instead.
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.