I have not done it but this is what I could find.
Also Emblirary has something about embroidering on viny. Hope this helpsl
Coated Fabric (Raincoat material or waterproof material - ie: nylon)
75/11, 80/12 Sharp needle to pierce cleanly through the fabric 1 Layer of Light to Heavy Weight Tear Away - Since there is little stretch with this fabric you don't need more than one layer of Tear Away