I think the biggest problem people have when drawing with crayons is that they regress to being five years old again. They hold the crayon like they're coloring again, instead of applying it like a fine art medium. Another problem is that many people want to make it perform like colored pencils. While similar in application, they are quite different. You should not use crayons and expect them to behave like colored pencils. You'll be setting yourself up for disappointment.
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.