Looks like Jerrylin just gave you the best answer as long as you stabilize it well should be no problem.
I just did this on toilet paper. It has 14,622 stitches and I just used a heavy cut-away underneath and nothing on top. It is an Embossed H. Sewed out just fine.;)
I never even looked at the number of stitches in the design before embroidering on TP. But... I did set my machine to embroider really slow. I would try it out and see how it works, you can always cut the little square of it it doesn't and try something else. How do you stabilize the paper? That would make a bit of difference.