Dragonflyer has the right idea. My machine doesn't have a basting stitch, but it does have frames. I use the single stitch frame in the largest size I can make it for the hoop I am using; then advance the stitches past the locking stitch and stitch till just before the end locking stitch. It works a treat for this sort of thing. I like to use semi solid designs such as EmbLib's Brush stroke cat. Have fun!
I do the same as dragonflyer,except i haven't used iron on.The tear-a-way on bottom and wss on top, works for me.
I embroider on fleece all the time...Usually, I hoop a tear away stabilizer and spray it with a bit of temporary spray adhesive...place the fleece over top and I then will pin everything to the stabilizer outside of the embroidery area or use the hoop basting feature on your machine if you have one and don't want to pin...then be sure to use a water soluble topper on the top of the fleece so your embroidery does not sink down into the fleece...embroider the design, remove the excess topper and tearaway stabilizer...spritz the design if necessary to get rid of any excess water soluble stabilizer...If you don't want to use spray adhesive, you can also use an iron on stabilizer...iron the fleece to the stabilizer and hoop both together. Good luck!
Careful with the iron - some fleeces will melt as they are made from recycled materials. Eunice
I've embroidered on fleece many times, too many in fact. I've always found it easiest to use wash away stabilizer. On the bottom and top of my project. No fuss , no mess. ABW